Senior Risk Analytics Quantitative Expert

PNC

Risk Analytics Quantitative Expert Senior at PNC developing and enhancing market and counterparty risk analytics. Collaborating across teams to ensure sound risk measurement and compliance with regulatory standards.

Posted 4/24/2026full-timePittsburgh • District of Columbia, New York, Ohio, Pennsylvania • 🇺🇸 United StatesSenior💰 $125,000 - $276,900 per yearWebsite

Tech Stack

Tools & technologies

Python

About the role

Key responsibilities & impact

Developing and maintaining PFE, VaR, stress, and exposure models used for risk limits, reporting, and regulatory submissions
Enhancing IRRBB analytics (NII/EVE sensitivities, scenarios, optionality, and hedging effectiveness) and aligning them with ALM and Treasury frameworks
Supporting FRTB, CCAR, and CECL related analytics, including methodology development, benchmarking, and model impact assessments
Providing quantitative support for new products, portfolio changes, and strategic initiatives within Capital Markets and the balance sheet
Partnering with Model Risk Management to support model validation, audits, and regulatory reviews

Requirements

What you’ll need

8+ years of industry experience in market risk analytics, quantitative modeling, or front office/trading analytics
Strong understanding of market risk and counterparty risk frameworks, including PFE, VaR, stress testing, IRRBB, and FRTB; CCAR and CECL experience is a plus
Strong programming skills in Python for model implementation, data analysis, and automation
Ability to work hands on, independently, manage multiple priorities, and deliver under tight deadlines
Practical experience with Numerix, Murex, and Bloomberg preferred

Benefits

Comp & perks

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

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills & Tools

quantitative modelingmarket risk analyticsPythondata analysismodel implementationstress testingPFEVaRIRRBBFRTB

Soft Skills

independencetime managementability to manage multiple prioritiesability to deliver under tight deadlines