Commercial Loan Risk Rating Sr. Quantitative Modeler

Keybank National Association Cleveland , OH 44114

Posted 2 months ago

Job Description: About the Job

For its Model Development (Risk, Modeling and Analytics) group within the Risk organization, KeyCorp is looking for a Quantitative/Modeling Sr. Professional to build and maintain two dimensional risk rating ("2D-RR") models for its commercial credit portfolios. This individual will independently build and perform qualitative and quantitative assessments of all aspects of models including theoretical aspects, model design and implementation as well as data quality and integrity.

Essential Job Functions

This individual will lead quantitative risk modeling projects, including econometric models for credit risk measurement and benchmarking. This individual will use quantitative tools and techniques to measure and analyze model risks and reaches conclusions on strengths and limitations of the model.

Required Qualifications

  • 3-5 years' experience in quantitative credit risk modeling, with experience with commercial lending portfolio

  • Ph.D. and Master's degree in economics, finance, mathematics, statistics or other quantitative field.

  • Advanced knowledge of statistics/econometrics.

  • Working knowledge of SAS or other advanced statistical/econometric analysis software.

  • Proficiency in the use of Microsoft Office with advanced experience in Excel and SQL.

  • Excellent analytical ability.

  • Critical thinkers with business intuition, intellectual curiosity, and ability to execute

  • Hands-on approach, with proven execution/process skills. Organized and focused on delivering results.

  • Impeccable integrity, sound judgment, and strategic vision.

  • Excellent communications skills internally and externally, including with regulators.

Skills Required

  • Perform descriptive, predictive, and prescriptive analysis leveraging a variety of statistical techniques (such as segmentation, logistic regression, sensitivity analysis, and machine learning)

  • Extract data and perform statistical analysis on different size of data using languages such as SAS, R, and SQL

  • Deliver analytic insights and recommendations in presentations at various levels including executive audience

  • Strong written and communication skills: ability to clearly articulate ideas to both technical and non-technical audiences

  • Strong analytical and critical thinking skills

  • Strong time and project management skills to meet deliverables

  • Relational databases and SQL programming.

  • Ability to use advanced statistical and mathematical software to perform statistical estimation on financial data.

  • Financial modeling in mathematical/symbolic terms.

  • Ability to solve mathematical models analytically.

  • Ability to analyze complex financial instruments, create spreadsheets and write code to facilitate the analysis.

  • Strong organization skills are required to perform multiple tasks simultaneously to meet strict deadlines.

  • The ability to understand generally accepted accounting principles.


KeyCorp's roots trace back 190 years to Albany, New York. Headquartered in Cleveland, Ohio, Key is one of the nation's largest bank-based financial services companies, with assets of approximately $134.5 billion at March 31, 2017. Key provides deposit, lending, cash management, insurance, and investment services to individuals and businesses in 15 states under the name KeyBank National Association through a network of more than 1,200 branches and more than 1,500 ATMs. Key also provides a broad range of sophisticated corporate and investment banking products, such as merger and acquisition advice, public and private debt and equity, syndications, and derivatives to middle market companies in selected industries throughout the United States under the KeyBanc Capital Markets trade name. KeyBank is Member FDIC.


KeyBank has administrative services in place that help support the business. These include: Finance, Human Resources, Legal, and Marketing. KeyBank's Corporate Center supports strategic initiatives through multiple teams which provide distinctly different, yet interrelated, disciplines for the Corporate Bank Leadership team and its business groups.


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.

JobID: 31000BR

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Commercial Loan Risk Rating Sr. Quantitative Modeler

Keybank National Association