Senior Quantitative Associate, Real Estate Senior Quantitative Associate, Real Estate …

Keycorp
in Chicago, IL, United States
Permanent, Full time
Last application, 04 Feb 20
Competitive
Keycorp
in Chicago, IL, United States
Permanent, Full time
Last application, 04 Feb 20
Competitive
Senior Quantitative Associate, Real Estate
This site uses cookies. To find out more, see our This site uses cookies. To find out more, see our Cookies Policy Toggle search Search Jobs Keyword:
  • {{keyword}}
Location:
  • {{$parent.googlePlacesAutocompleteEnabled ? location.description : location}}
Locations (up to three): {{$item.description}} {{$parent.googlePlacesAutocompleteEnabled ? location.description : location}} Search Jobs Keyword:
  • {{keyword}}
Location:
  • {{$parent.googlePlacesAutocompleteEnabled ? location.description : location}}
Locations (up to three): {{$item.description}} {{$parent.googlePlacesAutocompleteEnabled ? location.description : location}} Sr. Quantitative Associate, Real Estate in Chicago, IL at Key Bank- Corporate Date Posted: 2/1/2020 Share With: Job Snapshot
  • Employee Type:
    Full-Time
  • Location:
  • Job Type:
  • Experience:
    Not Specified
  • Date Posted:
    2/1/2020
About Us

Headquartered in Cleveland, Ohio, KeyCorp (Key) is one of the nations 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 weve made a promise to our clients that they will always have a champion in us. To deliver on that promise, were 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.

Job Description Sr. Quantitative Associate, Real Estate to work in Chicago, IL: Develop consumer loss forecasting models for Current Expected Credit Losses (CECL) and Comprehensive Capital Analysis and Review (CCAR) regularity requirements. Assess model performance. Verify that validated models have been implemented correctly. Assess adequacy of model owners monitoring and maintenance. Assess model risks and limitations. Verify that model has been properly documented. Document the validation procedures and results. Loss forecast and stress test by developing account level loss forecasting models, using modeling techniques such as survival (hazard), logistic regression, time series, roll-rate, and Markov models. Product scenario-based loss forecasts. Use of PD/LGD/EAD modeling, Cox Survival modeling, SAS, R, Matlab, and Python. Requires a Masters Degree in Statistics/Finance/Management/Economics/Management Information Systems/ Industrial Engineering (or equivalent based on evaluation of academic credentials, training and/or experience) as well as twenty-four (24) months in job or job related experience to include job duties listed above. Experience may have been gained before, during or after degree. Opportunity to work from home. Apply online at .

FLSA STATUS:Exempt

KeyCorp is an Equal Opportunity and Affirmative Action Employer Min/Fem/Vet/Disabled

39678BR CHECK OUT OUR SIMILAR JOBS
Not Ready to Apply?

Joining our Talent Network will enhance your job search and application process. Whether you choose to apply or just leave your information, we look forward to staying connected with you.

At Key, were committed to diversity and inclusion in all we do. 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

Close
Loading...