Hybrid Quantitative Analytics Manager – Model Risk

at KeyBank

• Job title: Quantitative Analytics Manager – Model Risk
• Job type: Full Time
• Experience level: Mid level, Senior
• Salary: $120,000 - $145,000 per year
• Degree requirement: No Education Requirement
• Tech skills: Python, SQL
• Location requirements: Hybrid, Cleveland, United States

About the role

• Quantitative Analytics Manager responsible for model validation across the bank's services. Leading validation efforts to ensure compliance with regulatory standards and effective communication with stakeholders.

Responsibilities

• Lead the independent validation of predictive and machine-learning models used across the bank
• Perform hands-on model validation on the bank’s critical high-risk models
• Manage and lead some of the quantitative validation/review projects by partnering with junior validators
• Prepare detailed validation reports and memos that document the validation approach, findings, and conclusions
• Build and maintain effective relationships with model owners and various stakeholders

Requirements

• Master’s degree in a quantitative discipline and at least 5 years of relevant experience; or Bachelor’s degree and at least 6 years of relevant experience
• Substantial hands-on experience in quantitative (including AI/ML) model development or validation on various risk predictive models
• Proficiency in programming languages such as Python, R, SQL or SAS
• Proven ability to lead teams, manage multiple projects, and effectively communicate technical findings to both technical and non-technical audiences
• Excellent written and verbal communication skills

Benefits

• Short-term incentive compensation
• Deferred incentive compensation subject to individual and company performance
• Flexible options in circumstances where roles can be performed effectively in a mobile environment