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About the Role

As a Quantitative Analytics Model Expert within PNC's Market Risk Management organization, you will provide strategic and analytical insights around quantitative analyses, processes, and validations. You will review complex quantitative analyses and models, engage with the Line of Business to enhance model development, and oversee the development of new model frameworks. This role involves conducting executive-level communication and performing qualitative and quantitative assessments on all aspects of models, including theoretical aspects, model design, implementation, and data quality. You will also review validation of existing models, assess model risks, and provide consultation on regulatory compliance documents.

Responsibilities

Provides strategic and analytical insights around quantitative analyses, processes, and validations.
Reviews complex quantitative analyses and models and engages with the Line of Business to enhance model development by incorporating business feedback.
Oversees the development of new model frameworks by supporting the line of business and provides consultative feedback around improvements.
Reviews any recommended changes to existing models.
Conducts executive level communication during the course of the review.
Performs the most complex qualitative and quantitative assessments on all aspects of models including theoretical aspects, model design and implementation as well as data quality and integrity.
Reviews reports and associated quantitative analysis and provides analytical insight into potential areas of improvement.
Reviews validation of existing models and assesses model risks.
Reviews the evaluations of identified model risks and provides high level consultation around recommended conclusions on strengths and limitations of the model.
Provides consultative feedback around the preparation and analysis of regulatory compliance documents.

Requirements

Customer Focused - Knowledgeable of the values and practices that align customer needs and satisfaction as primary considerations in all business decisions and able to leverage that information in creating customized customer solutions.
Managing Risk - Assessing and effectively managing all of the risks associated with their business objectives and activities to ensure they adhere to and support PNC's Enterprise Risk Management Framework.
Roles at this level typically require a university / college degree.
Higher level education such as a Masters degree, or PhD is desirable.
Industry experience is typically 8 + years.
In lieu of a degree, a comparable combination of education, job specific certification(s), and experience (including military service) may be considered.
This position is subject to the requirements of Section 19 of the Federal Deposit Insurance Act (FDIA) and, for any registered role, the Secure and Fair Enforcement for Mortgage Licensing Act of 2008 (SAFE Act) and/or the Financial Industry Regulatory Authority (FINRA), which prohibit the hiring of individuals with certain criminal history.

Skills

Analytical Thinking
Credit Risks
Data Analytics
Financial Analysis
Model Development
Operational Risks
Quantitative Models
Risk Appetite
Bank Quantitative Analysis
Consulting
Data Gathering and Reporting
Effective Communications
Predictive Analytics
Quantitative Techniques
Regulatory Environment - Financial Services
Testing

Location

New York, NY

Work Type

In-office

Experience Level

8+ years industry experience

Education Level

Bachelors
Masters degree or PhD desirable

Salary/Compensations

$159,600.00 – $296,400.00

Benefits

Medical/prescription drug coverage (with a Health Savings Account feature)
Dental and vision options
Employee and spouse/child life insurance
Short and long-term disability protection
401(k) with PNC match
Pension and stock purchase plans
Dependent care reimbursement account
Back-up child/elder care
Adoption, surrogacy, and doula reimbursement
Educational assistance, including select programs fully paid
Robust wellness program with financial incentives
Maternity and/or parental leave
Up to 11 paid holidays each year
9 occasional absence days each year
15 to 25 vacation days each year, depending on career level and years of service

About the Company

For nearly 160 years, PNC has strived to make a meaningful impact for our employees, customers, communities, and shareholders.
We believe our success and positive reputation are built on open and honest dialogue, an unwavering focus on smart risk management, relationship-based customer service and community investments.
Our inclusive workplace allows our employees to be heard, valued, and developed to do their best work.
Being a great place to work means we are making a lasting difference for everyone we serve.

Equal Opportunity

PNC provides equal employment opportunity to qualified persons regardless of race, color, sex, religion, national origin, age, sexual orientation, gender identity, disability, veteran status, or other categories protected by law.
At PNC we foster an inclusive and accessible workplace.
We provide reasonable accommodations to employment applicants and qualified individuals with a disability who need an accommodation to perform the essential functions of their positions.