Job Description

About the Job

For its quantitative modeling and analytics group within the Finance organization, KeyCorp is looking for a Sr. Quantitative Associate to develop model performance monitoring and testing frameworks for predictive models. This individual independently builds and performs qualitative and quantitative assessments of all aspects of the models, including theoretical aspects, model design, model performance, and data quality and integrity. This will require developing an appropriate framework which can be automated, utilizing ETL to move the results from SAS to Teradata and completing analysis with visualizations in Tableau.

Essential Job Functions
This individual will manage model monitoring projects for econometric, credit risk, and other types of statistical models, as well as establish and communicate conclusions on strengths and limitations of models.


Required Qualifications

• One to five years’ experience in quantitative risk modeling or model performance monitoring
• Ph.D. and, or Master’s degree in economics, finance, mathematics, statistics or other quantitative field.
• Advanced knowledge of statistics/econometrics.
• Excellent analytical ability.
• Critical thinker with business intuition, intellectual curiosity, and ability to execute.
• Results driven with the ability to work independently or in a team environment.
• Impeccable integrity, sound judgment, and strategic vision.
• Excellent communications skills – internally and externally, including with regulators.
• Strong organization skills are required to perform multiple tasks simultaneously to meet strict deadlines

Preferred Skills

• Relational databases and SQL programming, with a preference for ETL experience
• Experience with creating Tableau dashboards and visualizations
• Working knowledge of SAS or other advanced statistical/econometric analysis software (e.g. R, Python).
• Financial modeling in mathematical/symbolic terms.
• Ability to analyze complex financial instruments, create spreadsheets and write code to facilitate the analysis.
• Proficiency in the use of Microsoft Office, specifically Excel and PowerPoint
• The ability to understand generally accepted accounting principles.

FLSA STATUS:Exempt

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.

38338BR