Sr. Quantitative Associate, Risk Modeling & Analytics in Chicago, IL at Key Bank- Corporate

Date Posted: 1/2/2020

Job Snapshot

Job Description

Sr. Quantitative Associate, Risk Modeling and Analytics to work in Chicago, IL: Develop model performance monitoring and testing frameworks for predictive models. Assess model performance. Verify that validated models have been implemented correctly. Assess adequacy of model owner’s monitoring and maintenance. Assess model risks and limitations. Verify that model has been properly documented. Document the validation procedures and results. Loss forecast and stress test by developing account level loss forecasting models, using modeling techniques such as survival (hazard), logistic regression, time series, roll-rate, and Markov models. Product scenario-based loss forecasts. Use of relational databases, SQL programming and utilize ETL to move results from SAS to Teradata and completing analysis with visualizations in Tableau. 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 twenty-four (24) in job or job related experience to include assess model risks and limitations; verify that validated models have been implemented correctly; use of relational databases, SQL programming and utilize ETL to move results from SAS to Teradata and completing analysis with visualizations in Tableau. 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

39677BR

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