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 Senior Quantitative Analytics and Model Development Analyst within PNC's Balance Sheet Analytics & Modeling (BSAM) organization, you will be based in Pittsburgh, PA or another PNC Hub site. 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, you will utilize statistical techniques and Big Data engineering skills to drive growth and mitigate credit risk across PNC’s balance sheet. This will include:

• Querying and augmenting relational databases
• Performing statistical analysis on large amounts of data
• Building and monitoring models to identify balance sheet risks and opportunities

You will work with key stakeholders to identify growth and risk mitigation opportunities within the firm’s balance sheet, and utilize data and statistical methods to develop tools and models that help the business effectively act on them.

Strong knowledge of and experience with relational databases, SQL, Python, and Spark is preferred.

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

Job Description

• Independently 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 aspects, model design and implementation as well as data quality and integrity. Analyzes complex data and associated quantitative analysis. Makes recommendations based on findings from data analytics.
• Uses quantitative tools and techniques to measure and analyze 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 appropriate knowledge, skills, and abilities for a role. Listed below are skills, competencies, work experience, education, and required certifications/licensures