Senior Quantitative Analyst

Senior Quantitative AnalystAt KeyBank, we know all about value - we manage the assets of thousands of customers, who rely on us to provide them with great and dependable service. That's why we're so enthusiastic about you. You've got the kind of talent that doesn't come around everyday, and we want you to become a part of our team. We value our employees and their abilities, and recognize that you're the reason our customers look to us for financial advice and support.Life at Key is exciting, challenging, and rewarding. Just as we help our customers reach their financial goals, we're committed to helping you achieve your personal and professional goals. We offer competitive compensation and comprehensive benefits that will help you fulfill a healthy work/life balance. In this position, you'll be responsible for: Leading our Corporate Treasury group in developing predictive models to manage exposure to interest rate risk Compiling corporate-wide database of loan prepayment and deposit run-off behavior Analyzing and assessing calculations in the Asset/Liability Management software Fund transfer pricing Liquidity management Capital market execution Balance sheet planningTo qualify, you must have: Degree in Financial, Engineering, Mathematics, Statistics, Computer Science, Engineering or Economics; advanced degree a plus Excellent behavioral modeling, multi-tasking and communication skills 3-5 years' experience in financial risk management, preferably market risk or interest rate risk Experience using applied mathematics to forecast behavior and experience operating an advanced Asset/Liability risk measurement system Advanced knowledge of Excel, Visual Basic and/or Java Ability to acquire, manage and model large amounts of data Experience with statistical, data management and modeling softwareFor more information about KeyBank and to complete an online application and submit your resume, go to www.key.com/careers Be sure to reference position number: PS234885. Any questions regarding this career opportunity or for assistance with our application process, please email sharon_e_jurec@keybank.com KeyCorp is an equal opportunity employer M/F/D/V. We're proud to be one of DiversityInc magazine's "Top 50 Companies for Diversity" in 2007.