Hybrid Quantitative Analytics Consultant

at PNC

• Job title: Quantitative Analytics Consultant
• Job type: Full Time
• Experience level: Mid level, Senior
• Salary: $65,000 - $179,400 per year
• Degree requirement: Bachelor's Degree
• Location requirements: Hybrid, Pittsburgh, United States

About the role

• Quantitative Analytics Consultant at PNC focusing on validating financial models and conducting complex quantitative analyses for informed decision-making. Collaborating across teams to enhance model risk management.

Responsibilities

• Perform complex quantitative analyses and models development to support decision-making by running quantitative strategies.
• Develop new model frameworks by supporting the line of business.
• Refine, monitor, and validate existing models.
• Conduct ongoing communication with model owners and model developers during the course of the review.
• Work with large data to create models.
• Perform advanced qualitative and quantitative assessments on all aspects of models including theoretical aspects, model design and implementation as well as data quality and integrity.
• Review reports and associated quantitative analysis.
• Validate existing models and assess model risks.
• Evaluate identified model risks and reach conclusions on strengths and limitations of the model.
• Prepare and analyze detailed documents for validation and regulatory compliance, using applicable templates.

Requirements

• 5+ years of industry-relevant experience
• Bachelor's degree
• 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

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