Position Overview

At 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 Development Consultant Senior within PNC's Balance Sheet Analytics & Modeling organization, you will be based in Pittsburgh, PA, Tysons Corner or Vienna, VA and New York City. 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.

In this role on the consumer lending modeling and execution team, you will develop, maintain Origination/Acquisition and Portfolio management models for all retail lending products. These models support PNC’s retail lending origination strategy, pricing, marketing, and default management strategies. This position primarily auto lending, unsecured lending, and consumer credit card products. This role requires a combination of python coding skills, deep product understanding, financial reporting and analysis, and machine learning modeling skills. You will also rely on strong communication skills to share complex analytical results with non-technical audiences. PNC's commitment to leadership in risk management means you will always be at the leading edge of bank technology and techniques. All the while, you will benefit from access to senior professionals within the field in a friendly, open, and engaging environment.

Preferred skills and experience:

6 to 8+ years of direct experience building scorecards for Credit Card, Auto, Personal Unsecured Loans
Familiarity with using alternative data such as ACH transactions is a plus
Experience with working with Credit Bureau Agency (Experian, TU, Equifax) data is highly preferred
Proficient in Swap Analysis, Reject Inferencing, Advanced Sampling Techniques
Hands on experience coding with Python, Advanced data manipulation skills in PySpark, Pandas, SQL is highly preferred
Experience with building predictive models (e.g., logistic regression, linear regression, gradient boosting machines)
Experience working with Retail Lending products such as auto loans, installment loans, and credit cards is preferred
Able to demonstrate thought leadership and strategic thinking for decision making
Skill in exercising initiative and using good judgment to make sound decisions
Skill to influence, negotiate, and persuade partners to reach agreeable exchanges and positive outcomes
Skill using innovative thinking to solve problems and facilitate the decision-making process

PNC will not provide sponsorship for employment visas or participate in STEM OPT for this position.

Job Description

• Independently performs the most complex quantitative analyses and models development to support decision-making by running quantitative strategies.
• Develops new model frameworks by supporting the line of business. Refines, monitors, and validates existing models. Conducts on-going communication with model owners and model developers during the course of the review. Works with large data to create models.
• 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. Validates existing models and assesses model risks.
• Evaluates identified model risks and reaches conclusions on strengths and limitations of the model.
• Prepares and analyzes detailed documents for validation and regulatory compliance, using applicable templates.

PNC Employees take pride in our reputation and to continue building upon that we expect our employees to be:

• 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.

Qualifications

Successful candidates must demonstrate