Senior Quantitative Analyst and Model Analyst
PNC
PythonSQL
Job Level
JuniorMid-Level
Tech Stack
PythonSparkSQLVBA
About the role
- Develops, enhances, and validates methods for measuring and analyzing risk (market, credit, operational).
- Leads project development, programming, integration, testing, and validation of models.
- Builds Account Management Risk Models using traditional and Machine Learning techniques.
- Deliver on all phases: design, training, testing, validation, and implementation of models.
- Prepare business-as-usual and ad-hoc reports; run integrity checks and reconcile key numbers.
- Participate in continuous improvement of risk analytics, modeling, validation systems, and reporting optimization (Credit MIS).
- Leverage technologies such as SAS, R, Python, H2O, Spark to extract value from data.
- Work with Technology, Risk policy and Governance teams to deliver decision risk models.
- Communicate technical results to diverse audiences and translate complex work.
- Appropriately assess risk in business decisions and ensure compliance with laws, policies, and controls.
Requirements
- 2+ years’ experience in Risk Modeling or PhD degree in statistics, economics, or equivalent experience.
- 2+ years experience in model implementation/validation/development preferable.
- Bachelor’s/University degree in statistics, mathematics, economics, or equivalent experience (Master’s/PhD a plus).
- Demonstrated programming (SAS, SQL, R, Python, etc.); experience with Spark, H2O.
- Knowledge of tools like VBA preferable.
- Basic knowledge of secured/unsecured banking products and US banking.
- Proficient in Microsoft Office (Word, Excel, PowerPoint).
- Sound knowledge of statistical/econometric modeling concepts and industry best practices.
- Proven analytical skills; ability to identify root causes, trends, and anticipate issues.
- Experience working in Big data environments.
- Consistently demonstrates clear and concise written and verbal communication skills.
- Self-motivated, detail oriented; intellectual curiosity to stay abreast of technological advances.
