Quantitative Researcher and Modeler

12 hours ago


New York, New York, United States PNC Full time
Job Title: Quantitative Researcher and Modeler

PNC is seeking a highly skilled Quantitative Researcher and Modeler to join our ALM Investments team. As a Director in this role, you will be responsible for developing and implementing quantitative models to support investment decisions and risk management.

Key Responsibilities:
  • Develop and maintain complex mathematical models to analyze and optimize investment portfolios
  • Conduct research and analysis to identify trends and opportunities in fixed income markets
  • Collaborate with senior portfolio managers and CIO to develop and implement investment strategies
  • Design and implement risk management frameworks to mitigate potential losses
  • Develop and maintain relationships with internal and external stakeholders to ensure effective communication and collaboration
Requirements:
  • PhD or Master's degree in a quantitative field such as mathematics, statistics, or engineering
  • Minimum 8 years of experience in quantitative research and modeling
  • Strong programming skills in languages such as Python, R, or MATLAB
  • Excellent communication and interpersonal skills
  • Ability to work in a fast-paced environment and prioritize multiple tasks
What We Offer:
  • Competitive salary and bonus structure
  • Opportunities for professional growth and development
  • Collaborative and dynamic work environment
  • Comprehensive benefits package

PNC is an equal opportunity employer and welcomes applications from diverse candidates. We are committed to creating an inclusive and accessible workplace culture.



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