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
Requirements
3+ years of relevant / direct industry experience
Analytical Thinking
Credit Risks
Data Analytics
Financial Analysis
Model Development
Operational Risks
Quantitative Models
Risk Appetite
Bank Quantitative Analysis
Consulting
Data Gathering and Reporting
Effective Communications
Predictive Analytics
Quantitative Techniques
Regulatory Environment - Financial Services
Testing
University / college degree
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; and years of service
Applicant Tracking System Keywords
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