Quantitative Analytics and Model Analyst Senior @ PNC

Position OverviewAt PNC, our people are our greatest differentiator and competitive advantage in the markets we serve. We are all united in delivering the best experience for our customers. We work together each day to foster an inclusive workplace culture where all of our employees feel respected, valued and have an opportunity to contribute to the company’s success. As a Quantitative Analytics & Model Analyst Senior within PNC's Model Risk Management organization, you will be based in Pittsburgh, PA or Tysons Corner, VA. This position is primarily based in a PNC location. Responsibilities require time in the office or in the field on a regular basis. Some responsibilities may be performed remotely, at manager’s discretion.As a model validator you will perform rigorous independent reviews of PNC’s models including loss forecasting models, stress testing models, scoring models, and other models estimated in various ways including machine-learning models. You will also write reports and memos and become a lead author and owner of various model reviews. Qualifications include but not limited to;- Experience developing models or validating applied models within the financial services industry, government, or academic setting is preferred.- Strong English communication skills, both written and verbal, with the ability to convey complex technical concepts to diverse stakeholders.- Hands-on experience with model testing and estimation tools in Python, R, SQL, SAS, etc.Job DescriptionIndependently performs advanced quantitative analyses and model development to drive decision-making by running quantitative strategies. Makes recommendations based on analyses.Analyzes and develops new model frameworks by supporting the line of business. Refines, monitors, and reviews existing models. Conducts on-going communication with model owners and model developers during the course of the review. Works with larger, more complex datasets to create models.Performs quantitative analysis and develops complex reports. Performs qualitative and quantitative assessments of all aspects of models including theoretical…

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