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Model Risk Quantitative Senior Analyst
KeyBank is hiring for the role of Model Risk Quantitative Senior Analyst, Cleveland, OH (Hybrid). This is an AI Governance role in the governance, risk, and compliance field. Review the full details below and apply directly with KeyBank.
Performs quantitative validations of credit risk, anti-money laundering, and artificial intelligence models under OCC SR 11-7 standards. Evaluates model conceptual soundness, backtesting performance, and algorithmic bias. Delivers independent validation findings to internal model governance committees.
Location and market context
This role is based in Cleveland on-site. Local candidates benefit from being close to KeyBank's teams and regional hiring market. Confirm the exact in-office expectation and any relocation support with the employer.
About AI governance roles
AI governance sits at the intersection of policy, risk, and engineering. Teams are standing up model inventories, use-case intake and review, risk classification, and control monitoring as regulation and board scrutiny of AI intensify. Roles like this one are typically evaluated against frameworks such as NIST AI RMF, ISO/IEC 42001, the EU AI Act, and internal model-risk and privacy practices.
How to position yourself for this AI governance role
Strong candidates emphasize experience translating policy into operational controls, working across legal, compliance, security, product, and data teams, documenting AI system risks, and supporting governance processes. In your resume and outreach, tie your experience to how KeyBank would apply NIST AI RMF, ISO/IEC 42001, the EU AI Act, and internal model-risk and privacy practices, and lead with concrete outcomes rather than duties.
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