drjobs Model Risk Quant Analytics Manager

Model Risk Quant Analytics Manager

Employer Active

1 Vacancy
drjobs

Job Alert

You will be updated with latest job alerts via email
Valid email field required
Send jobs
Send me jobs like this
drjobs

Job Alert

You will be updated with latest job alerts via email

Valid email field required
Send jobs
Job Location drjobs

Cleveland - USA

Yearly Salary drjobs

$ 112000 - 150000

Vacancy

1 Vacancy

Job Description

Location:

127 Public Square - Cleveland Ohio 44114

ABOUT THE JOB (JOB BRIEF)

Serves as a senior experienced technical expert to conduct independent validations of KeyBanks high impact models (e.g. Fraud Authentication Machine Learning Artificial Intelligence Loss Forecasting Compliance etc.) in compliance with regulatory and KeyBanks model validation policies and guidelines. The role will have a focus on the application areas of Fraud Detection Anomaly Detection and Identity Authentication but will also allow exposure to other application areas in credit risk decisioning marketing and others. The role necessitates a requisite background on fraud/authentication typology and risks coupled with the appropriate technical skill set for advanced analytics and machine learning. The person in this role will be viewed as a subject matter expert in the fraud and authentication area with the ability to carry out activities with a highly specialized technical skill set in advanced analytics machine learning and modeling. The position will be responsible for direct and indirect project leadership and mentoring others on best practices for machine learning and advanced analytics within the team.

ESSENTIAL JOB FUNCTIONS

  • Act as a member of the validation team to complete in-depth technical validations and reviews of models in the fraud identity authentication anomaly detection amongst other functional areas.
  • Leverage relevant industry expertise on fraud/authentication typologies and risks to evaluate model suitability for use and leveraging best practices for model use.
  • Employ and assess advanced analytics and machine learning approaches for design suitability appropriate performance and necessary diagnostics (e.g. optimization hyperparameter tuning interpretability etc.)
  • Review and challenge the conceptual framework assumptions limitations technical soundness fitness-for-use and monitoring of KeyBanks high impact models.
  • Verify the correct model implementation through review and understanding of version control software.
  • Oversee critical projects on high impact models plan and organize project scope liaison with stakeholders and evangelize on best practices.
  • Mentor junior model validators within the team on best practices.
  • Verify the model has been properly documented and produce documentation of the validation testing and results robustly for internal and external communications.

REQUIRED QUALIFICATIONS

  • PhD/Masters in computer science mathematics data science statistics applied mathematics finance economics or other related field
  • 3 years of model development or model validation experience in high impact models within financial crimes and fraud applications (e.g. Fraud Identity Authentication Anomaly Detection etc.)
  • 7 years of model development or model validation experience preferred (relevant academic experience can be considered)
  • Strong working knowledge of Python R Matlab or other programming languages for computational/statistical learning
  • Advanced knowledge of data science machine learning statistics mathematics and artificial intelligence theory and applications
  • Preferred experience with productionizing machine learning development monitoring and implementation in cloud technologies (e.g AWS GCP Azure or others)
  • Preferred experience with modern data pipelining practices and tools (e.g. Data Proc BigQuery Spark/PySpark and others)
  • Excellent written and oral communication skills
  • Proficiency in the use of Microsoft Office
  • Ability to perform multiple tasks simultaneously to meet strict deadlines
  • Mentoring experience of junior staff experience
  • Effective working both independently and as a team-member

COMPENSATION AND BENEFITS

This position is eligible to earn a base salary in the range of $112000 to $150000 annually depending on job-related factors such as level of experience. Compensation for this role also includes eligibility for short-term incentive compensation and deferred incentive compensation subject to individual and company performance. Please click here for a list of benefits for which this position is eligible.

Please click here for a list of benefits for which this position is eligible.

Key has implemented a role-based Mobile by Design approach to our employee workspaces dedicating space to those whose roles require specific workspaces while providing flexible options for roles which are less dependent on assigned workspaces and can be performed effectively in a mobile environment. As a result this role may be Mobile or Home-based which means you may work primarily either at a home office or in a Key facility to perform your job duties.

Job Posting Expiration Date: 07/02/2025 KeyCorp is an Equal Opportunity Employer committed to 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.

Qualified individuals with disabilities or disabled veterans who are unable or limited in their ability to apply on this site may request reasonable accommodations by emailing


#LI-Remote


Required Experience:

Manager

Employment Type

Full-Time

Report This Job
Disclaimer: Drjobpro.com is only a platform that connects job seekers and employers. Applicants are advised to conduct their own independent research into the credentials of the prospective employer.We always make certain that our clients do not endorse any request for money payments, thus we advise against sharing any personal or bank-related information with any third party. If you suspect fraud or malpractice, please contact us via contact us page.