Quantitative Associate, Model Implementation & Loss Forecasting in Cleveland, OH at Key Bank- Corporate

Date Posted: 3/2/2020

Job Snapshot

Job Description

Quantitative Associate, Model Implementation & Loss Forecasting to work in Cleveland, OH: Perform analytics on credit stress testing and statistical models and support implementation of models. Build and perform qualitative and quantitative analysis on all credit portfolios. Manage quantitative credit risk modeling projects, including stress-test models of default frequency, rating migration, exposure at default and loss at default. Support CCAR and Dodd-Frank compliance and credit risk analytics. Create and support SAS application to run automated jobs in order to extract data, perform statistical analysis, and generate reports. Use of relational databases and SQL programming. Requires a Master’s Degree in Statistics/Finance/Management/Economics/Management Information Systems/ Industrial Engineering (or equivalent based on evaluation of academic credentials, training and/or experience) as well as six (6) months in job or job related experience to include perform analytics on statistical models and support implementation of models; build and perform qualitative and quantitative analysis on portfolios; and manage quantitative credit risk modeling projects, including stress-test models of default frequency, rating migration, exposure at default and loss at default. Experience may have been gained before, during or after degree. Opportunity to work from home. Apply online at www.keybank.com.

FLSA STATUS:Exempt

KeyCorp is an Equal Opportunity and Affirmative Action Employer Min/Fem/Vet/Disabled

39676BR

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