Monitor performance of Risk Rating models (PD, LGD, EAD) and CECL/CCAR loss forecasting frameworks.
Partner with underwriters, credit officers, model owners, and developers to assess results and derive actionable model insights.
Deliver performance updates and insights to senior leadership and governance committees.
Contribute to Commercial Data Domain initiatives related to risk parameter management.
Support automation and centralization efforts for model monitoring and analytics processes.
Build and enhance analytical tools and reports using Python and SQL to meet evolving business needs.

Requirements

Degree in a quantitative field such as Statistics, Mathematics, Economics, Finance, or Data Science.
Experience with credit risk modeling, including PD, LGD, EAD, CECL, and CCAR frameworks.
Proficiency in Python and SQL for data analysis, automation, and reporting.
Familiarity with model performance monitoring, validation, and governance processes.
Ability to collaborate effectively with cross-functional teams including underwriters, credit officers, and model developers.
Excellent communication skills for presenting technical findings to senior leadership and governance committees.
Experience with data management practices and commercial lending portfolios is a plus.

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
9 occasional absence days each year, unless otherwise required by law
between 15 to 25 vacation days each year, depending on career level; and years of service

Applicant Tracking System Keywords

Tip: use these terms in your resume and cover letter to boost ATS matches.

credit risk modelingPDLGDEADCECLCCARPythonSQLdata analysisautomation

collaborationcommunicationpresentationanalytical thinkingcross-functional teamwork