Bank Risk Investment Officer
PNC
full-time
Posted on:
Location Type: Office
Location: New York City • New York, North Carolina, Ohio, Virginia, Washington • 🇺🇸 United States
Visit company websiteSalary
💰 $125,000 - $276,900 per year
Job Level
Mid-LevelSenior
Tech Stack
PythonSQL
About the role
- Support the Head of Capital Markets Risk Oversight in defining and executing the risk oversight strategy for trading and structured products
- Design, implement, and continuously enhance market risk assessment, limit frameworks, and monitoring tools
- Develop and maintain advanced analytics leveraging Python and SQL; build tools to improve risk transparency and decision-making
- Work closely with Front Office, Finance, IT, Legal, Compliance, and other stakeholders to ensure integrated risk management
- Oversee risk exposures, validate adherence to limits, and escalate breaches promptly
- Quantify and analyze complex risks including PFE, VaR, CVA, and stress scenarios
- Represent Market Risk Oversight in regulatory and audit reviews, ensuring timely and accurate responses
- Actively participate and provide risk insights to senior management and governance forums
Requirements
- 5–10 years in Capital Markets risk management or related roles
- Good understanding of at least one of following market: Interest Rate Derivatives, FX, Commodities, Structured Products, and associated risk methodologies
- Proficiency in Python and SQL; ability to develop analytics and automate processes
- Knowledge of Murex is a strong plus
- Hands-on experience with VaR, PFE, stress testing, and other advanced risk measures
- Bachelor’s or Master’s degree in Finance, Economics, Mathematics, or related field
- Strong ability to partner across functions and influence stakeholders
- Willingness to learn, adapt, and grow within the organization.
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
- a robust wellness program with financial incentives
- maternity and/or parental leave
- up to 11 paid holidays each year
- 8 occasional absence days each year, unless otherwise required by law
- between 15 to 25 vacation days each year, depending on career level
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard skills
PythonSQLVaRPFECVAstress testingadvanced analyticsrisk assessmentlimit frameworksrisk management
Soft skills
partneringinfluencingadaptabilitywillingness to learncommunication