Market Risk Analyst - Corporate Treasury Oversight in Cleveland, OH at Key Bank- Corporate

Date Posted: 10/29/2019

Job Snapshot

  • Employee Type:
  • Location:
    127 Public Square
    Cleveland, OH
  • Job Type:
  • Experience:
    Not Specified
  • Date Posted:

Job Description

About the Job
At Key, the Market Risk department is responsible for the second line oversight of the Corporate Treasury. The individual in this role will perform a broad range of quantitative and qualitative analysis to support the Market Risk department’s Corporate Treasury Oversight function which includes challenging assumptions, reviewing stress testing and scenarios, and calibrating risk metrics against the limit framework.

Essential Job Functions

  • Quantitative and qualitative analysis of the Treasury assumptions
  • Analysis of the investment portfolio including duration, convexity, key rate duration, and other metrics
  • Reviewing Risk tolerances, KRIs, and calibrating limits
  • Developing new proposed limits for
  • Supporting analytics used for Market Risk and Treasury Strategy Committee meetings and attending meetings with Corporate Treasury
  • Verifying the calculation of liquidity and interest rate risk metrics and assist in the creation of additional metrics to assist in controlling risk
  • Participate in Corporate Risk Profile activities acting as the second line of defense
  • Understand and apply regulations from the Federal Reserve Board, Office of the Comptroller of the Currency, and the Federal Deposit Insurance Corporation
  • Maintain documentation of second line challenges, processes and procedures according to Key’s corporate standards
  • Understand the conceptual framework and assumptions of models and assess model performance
  • Support Market Risk policies and processes
  • Coordinate with other groups including Information Technology to define specifications and production roll-outs for the risk and other systems
  • Work on interdisciplinary teams on corporate and departmental priority projects
  • Interface with Technology, vendors, and project teams to advance Market Risk’s development and implementation objectives

Required Qualifications

  • Bachelor’s degree with a strong preference for a Master's degree in finance, mathematics, statistics or other quantitative field
  • Advanced knowledge of finance including valuation methodologies, understanding of capital markets, portfolio modeling techniques, and stress scenarios
  • Familiarity with risk systems, and portfolio management systems. Strong preference for QRM, RiskWatch and Findur
  • Proficiency in the use of Microsoft Office with advanced experience in Excel and VBA
  • Ability to perform multiple tasks simultaneously to meet strict deadlines
  • Strong and effective oral and written communication skills

Other Desired Skills

  • Excellent analytical skills and demonstrated numeracy
  • Keen interest in capital markets and understanding of Risk Culture and framework
  • Ability to lead meetings and present information to executives at any level of the organization


KeyCorp is an Equal Opportunity and Affirmative Action Employer committed to engaging a diverse workforce and sustaining an inclusive culture. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or veteran status.


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