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Model Risk Quant Analytics Manager Job in Cleveland, Ohio US
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Job Summary

Company
KeyBank NA
Location
Cleveland, OH
Industries
Government and Military
Job Type
Full Time
Employee
Years of Experience
2+ to 5 Years
Job Reference Code
53550606

Model Risk Quant Analytics Manager

About the Job

Location:
127 Public Square - Cleveland, Ohio 44114

ABOUT THE JOB (JOB BRIEF)

Serves as a senior, experienced technical expert to conduct independent validations of KeyBank's high impact models (e.g. Fraud, Authentication, Machine Learning, Artificial Intelligence, Loss Forecasting, Compliance, etc.) in compliance with regulatory and KeyBank's 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 sutiability, 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 KeyBank's 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/Master's 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

KeyCorp is an Equal Opportunity and Affirmative Action Employer committed to building a diverse, equitable and inclusive culture. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, veteran status or other protected category.

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 .

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.
 

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