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Quantitative Analytics/Modeling Consultant Sr.
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Pittsburgh, PA , USA, United States PNC Financial Services Group Full timeJob Title: Quantitative Analytics/Modeling Consultant Sr.At PNC Financial Services Group, we are seeking a highly skilled Quantitative Analytics/Modeling Consultant Sr. to join our Market Risk Management organization. As a key member of our team, you will be responsible for developing and maintaining market risk and counterparty credit risk models, ensuring...
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Quantitative Analytics/Modeling Consultant Sr.
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Pittsburgh, Pennsylvania, United States PNC Financial Services Group Full timeJob SummaryPNC Financial Services Group is seeking a highly skilled Quantitative Analytics/Modeling Consultant Sr. to join our Market Risk Management organization in Pittsburgh, PA or Tysons Corner, VA. As a key member of our team, you will be responsible for developing and maintaining market risk and counterparty credit risk models, ensuring their accuracy,...
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Quantitative Analytics and Model Consultant
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Pittsburgh, Pennsylvania, United States PNC Financial Services Group Full timeJob SummaryWe are seeking a highly skilled Quantitative Analytics and Model Consultant to join our team at PNC Financial Services Group. As a key member of our Balance Sheet Analytics & Modeling organization, you will be responsible for developing and implementing advanced statistical models to support decision-making across the company.Your primary focus...
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Quantitative Analytics and Model Consultant
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Pittsburgh, Pennsylvania, United States PNC Financial Services Group Full timeJob SummaryPNC Financial Services Group is seeking a highly skilled Quantitative Analytics and Model Consultant to join our team. As a Senior Quantitative Analytics and Model Development Consultant, you will be responsible for developing and implementing complex quantitative models to support decision-making across the organization.Key...
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Pittsburgh, Pennsylvania, United States PNC Financial Services Group Full timeJob SummaryPNC Financial Services Group is seeking a highly skilled Quantitative Analytics and Model Consultant to join our team. As a key member of our Balance Sheet Analytics & Modeling organization, you will be responsible for developing and implementing advanced quantitative models to support decision-making and drive business growth.Key...
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Quantitative Analytics/Modeling Consultant
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Pittsburgh, PA , USA, United States PNC Financial Services Group Full timeJob DescriptionPNC Financial Services Group is seeking a highly skilled Quantitative Analytics/Modeling Consultant to join our Internal Audit team. As a key member of our team, you will be responsible for providing oversight of all quantitative models within the PNC Bank and acting as the third line of defense for the company.Key Responsibilities:Develop and...
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Quantitative Analytics and Model Consultant
1 week ago
Pittsburgh, PA , USA, United States PNC Financial Services Group Full timeJob SummaryPNC Financial Services Group is seeking a highly skilled Quantitative Analytics and Model Consultant to join our team. As a key member of our Balance Sheet Analytics & Modeling organization, you will be responsible for developing and implementing advanced statistical models to support decision-making across the company.In this role, you will...
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Pittsburgh, PA , USA, United States PNC Financial Services Group Full timeJob Title: Quantitative Analytics and Model Development ConsultantAt PNC Financial Services Group, we are seeking a highly skilled Quantitative Analytics and Model Development Consultant to join our team. As a key member of our Balance Sheet Analytics & Modeling organization, you will be responsible for developing and implementing advanced statistical models...
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Pittsburgh, PA , USA, United States PNC Financial Services Group Full timeJob SummaryAs a Senior Quantitative Analytics and Model Development Consultant within PNC's Balance Sheet Analytics & Modeling (BSAM) organization, you will be based in Pittsburgh, PA or another PNC Hub site. This position is primarily based in a PNC location. Responsibilities require time in the office or in the field on a regular basis. Some...
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Pittsburgh, Pennsylvania, United States PNC Financial Services Group Full timeJob SummaryPNC Financial Services Group is seeking a highly skilled Quantitative Analytics Model Development Analyst Sr. to join our Balance Sheet Analytics & Modeling (BSAM) organization.This role will be based in Pittsburgh, PA or another PNC Hub site, with responsibilities requiring time in the office or in the field on a regular basis. Some...
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Pittsburgh, Pennsylvania, United States PNC Financial Services Group Full timeJob SummaryPNC Financial Services Group is seeking a highly skilled Quantitative Analytics Model Development Analyst to join our Balance Sheet Analytics & Modeling (BSAM) organization. As a Senior Quantitative Analytics and Model Development Analyst, you will be responsible for developing and maintaining advanced quantitative models to drive growth and...
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Pittsburgh, PA , USA, United States PNC Financial Services Group Full timeJob SummaryAs a Senior Quantitative Analytics and Model Development Analyst at PNC Financial Services Group, you will play a critical role in driving growth and mitigating credit risk across the company's balance sheet. You will utilize statistical techniques and Big Data engineering skills to develop and maintain reports, build and monitor models, and...
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Risk Modeling Consultant
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Pittsburgh, PA , USA, United States FHLBank Pittsburgh Full timeJob SummaryThe Risk Modeling Analyst position at FHLBank Pittsburgh supports the market risk measurement and reporting function by maintaining responsibility for the technical underpinnings of the Market Risk department's analytical systems. This includes integration and testing of third-party prepayment and default models, deal structuring libraries, term...
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Pittsburgh, PA , USA, United States PNC Financial Services Group Full timeJob SummaryPNC Financial Services Group is seeking a highly skilled Senior Quantitative Analytics Model Development Analyst to join our Balance Sheet Analytics & Modeling (BSAM) organization. As a key member of our team, you will be responsible for developing and maintaining advanced quantitative models to drive growth and mitigate credit risk across PNC's...
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Quantitative Analytics Specialist
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Pittsburgh, Pennsylvania, United States PNC Full timeJob Title: Quantitative AnalyticsAt PNC, we are seeking a highly skilled Quantitative Analytics professional to join our team. As a key member of our organization, you will be responsible for developing and maintaining advanced statistical models to support our retail businesses.Key Responsibilities:Develop and maintain Probability of Default (PD), Loss...
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Quantitative Analytics Specialist
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Pittsburgh, Pennsylvania, United States PNC Full timeJob SummaryPNC is seeking a highly skilled Quantitative Analytics Specialist to join our team. As a key member of our organization, you will be responsible for developing and maintaining complex models that support our retail businesses.Key ResponsibilitiesDevelop and refine retail models for use in critical applications, including stress testing and...
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Pittsburgh, PA , USA, United States PNC Financial Services Group Full timeJob SummaryAs a Senior Quantitative Analytics and Model Development Analyst at PNC Financial Services Group, you will be responsible for utilizing statistical techniques and Big Data engineering skills to drive growth and mitigate credit risk across the company's balance sheet. This role requires a strong understanding of relational databases, SQL, Python,...
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Pittsburgh, PA , USA, United States PNC Financial Services Group Full timeJob SummaryPNC Financial Services Group is seeking a highly skilled Senior Quantitative Analytics and Model Development Analyst to join our Balance Sheet Analytics & Modeling (BSAM) organization. As a key member of our team, you will be responsible for utilizing statistical techniques and Big Data engineering skills to drive growth and mitigate credit risk...
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Pittsburgh, Pennsylvania, United States The PNC Financial Services Group, Inc Full timeJob DescriptionPosition OverviewAt The PNC Financial Services Group, Inc., we value our employees as our greatest differentiator and competitive advantage in the markets we serve. We strive to foster an inclusive workplace culture where all employees feel respected, valued, and have an opportunity to contribute to the company's...
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Quantitative Modeling Specialist
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Pittsburgh, Pennsylvania, United States Northwest Bank Full timeJob SummaryThe Quantitative Analyst is a key role in supporting the development and maintenance of complex financial models used throughout the loan and deposit product lifecycle. These models may employ rules-based or advanced statistical, mathematical, econometric, machine learning, or artificial intelligence techniques. This position is also responsible...
Market Risk Quantitative Analytics/Modeling Consultant Sr.
2 months ago
Market Risk Quantitative Analytics/Modeling Consultant Sr. - Model Validation At PNC, our people are our greatest differentiator and competitive advantage in the markets we serve. We are all united in delivering the best experience for our customers. We work together each day to foster an inclusive workplace culture where all of our employees feel respected, valued and have an opportunity to contribute to the company’s success. As a Quantitative Analytics/Modeling Consultant Sr. within PNC's Model Risk Management organization, you can be based in Pittsburgh, PA or Tyson's Corner, VA. We are seeking a Senior Validator to be a part of our Model Risk Management team at PNC. The position reports to the Senior Validation Manager for Market Risk and Counterparty Risk Models and is part of the Independent Risk Management organization. As a senior validator you will perform rigorous independent reviews of some of PNC’s most important models including Value at Risk (VaR) models, derivative pricing models, interest rate models, asset and liability models measuring interest rate risk and liquidity, securities valuation models, and counterparty credit risk measurement models, such as Potential Future Exposure (PFE), Credit Valuation Adjustment (CVA), and Funding Valuation Adjustment (FVA). Key Responsibilities: Independent Model Review: Perform qualitative and quantitative assessments of all aspects of models including data quality and integrity, theoretical assumptions and methodologies, and performance testing; Specific duties include: (i) assess conceptual soundness and performance of models based on detailed model documentation and testing results (ii) perform independent testing of model assumptions (iii) use quantitative tools and techniques to measure and analyze model risks; (iv) evaluate identified model risks and reach conclusions on strengths and limitations of the model; (v) conduct on-going communication with model stakeholders such as developers, owners and reviewers; and (vi) prepare detailed validation reports on quantitative models/tools for internal/external communications and/or regulatory compliance, using applicable templates. Stakeholder Collaboration and Communication: Establish effective relationships with key stakeholders, including model owners and model developers. Communicate validation results and insights clearly and concisely to both technical and non-technical audiences, including regulatory staff members. Collaborate within the Model Risk Management team to enhance validation processes and contribute to the continual improvement of market and counterparty risk management practices within the organization. Qualifications: Master's or Ph.D. in a quantitative field such as Finance, Physics, Mathematics, or a related discipline with a stochastic calculus background. Experience in market risk and counterparty risk model development and/or validation within the financial services industry is required. Knowledge of regulatory requirements related to market and counterparty credit risk models, including PFE, CVA, FVA, derivative pricing models, VaR models. Strong communication skills, both written and verbal, with the ability to convey complex technical concepts to diverse stakeholders. Hands-on experience with Python, R, MATLAB, SQL, and QuantLib. Preferred Skills: Analytical Thinking Credit Risks Data Analytics Financial Analysis Model Development Operational Risks Quantitative Models Risk Appetite Competencies: Bank Quantitative Analysis Consulting Data Gathering and Reporting Effective Communications Predictive Analytics Quantitative Techniques Regulatory Environment - Financial Services Testing Work Experience: Roles at this level typically require a university / college degree. Higher level education such as a Masters degree, PhD, or certifications is desirable. Industry relevant experience is typically 8+ years. Specific certifications are often required. In lieu of a degree, a comparable combination of education, job specific certification(s), and experience (including military service) may be considered. Education: Bachelors Benefits: PNC offers a comprehensive range of benefits to help meet your needs now and in the future. Depending on your eligibility, options for full-time employees include: 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. Disability Accommodations Statement: If an accommodation is required to participate in the application process, please contact us via email at AccommodationRequest@pnc.com. Please include “accommodation request” in the subject line title and be sure to include your name, the job ID, and your preferred method of contact in the body of the email. Emails not related to accommodation requests will not receive responses. Equal Employment Opportunity (EEO): PNC provides equal employment opportunity to qualified persons regardless of race, color, sex, religion, national origin, age, sexual orientation, gender identity, disability, veteran status, or other categories protected by law. #J-18808-Ljbffr
