PNC

Senior Quantitative Analyst and Model Analyst

PNC

full-time

Posted on:

Origin:  • 🇺🇸 United States • Pennsylvania, Virginia

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Job Level

Senior

Tech Stack

PythonSQL

About the role

  • 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

  • Experience developing models or validating applied models within the financial services industry, government, or academic setting is preferred.
  • Strong English communication skills, both written and verbal, with the ability to convey complex technical concepts to diverse stakeholders.
  • Hands-on experience with model testing and estimation tools in Python, R, SQL, SAS, etc.
  • 3+ years of relevant / direct industry experience.