KeyBank Sr. Quantitative/Modeling Associate - Model Monitoring in Buffalo, New York
Sr. Quantitative/Modeling Associate - Model MonitoringinBuffalo, NYatKey Bank- Corporate
Date Posted: 11/18/2019
Employee Type: Full-Time
Location: Buffalo, NY
Job Type: Accounting Finance Banking
Experience: Not Specified
Date Posted: 11/18/2019
Headquartered in Cleveland, Ohio, KeyCorp (Key) is one of the nation s largest financial services companies. Key provides investment management, retail and commercial banking, consumer finance and investment banking products to individuals and companies throughout the United States and, for certain businesses, internationally.
Our goal is to be the best regional bank in the U.S. What that means is we put our clients needs first and take a customized approach to meeting those needs. At Key we ve made a promise to our clients that they will always have a champion in us. To deliver on that promise, we re committed to building a team of engaged employees who do the right thing for our clients and help them achieve their financial goals each and every day.
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.
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
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.