Portfolio Analytics & Strategy Analyst Senior - Data, Modeling & Analytics

PNC•Pittsburgh, PA

1d•$86,250 - $143,750•Onsite

About The Position

At PNC, the Portfolio Analytics & Strategy Analyst Senior works within the Data, Modeling & Analytics Credit Card Modeling organization. The position supports accurate and timely execution and reporting for PNC retail lending models, particularly CECL and CCAR credit loss forecasting. The analyst uses Python, PySpark, and SQL for model execution, data analytics, and related operational processes, and translates knowledge of PNC lending products, data, and models into actionable insights for senior management. The position is based in Pittsburgh, Pennsylvania; Cleveland, Ohio; Wilmington, Delaware; Tysons Corner, Virginia; or East Brunswick, New Jersey. PNC describes itself as an in-office company and encourages candidates to discuss workplace expectations with their recruiter and hiring manager. The role provides financial and regulatory reporting and analyses to maintain controls over reporting processes, and conducts complex business performance, risk, and operational analytics. Work may include developing analytical methods and models to assess market, credit, or operational risk for financial products. The analyst rigorously analyzes large datasets, develops and implements business strategies, establishes strategy baselines, and tracks performance against expectations. The role also applies predictive models and other tools to support customer and portfolio segmentation, acquisition and portfolio strategies, and portfolio risk insight. The analyst works with business, credit, data, model development, Finance, and Risk partners to develop and monitor test designs and reporting, assess credit risk appetite, and establish policies and procedures for identifying, monitoring, and managing risk. The position also manages engagements with information suppliers and contributes to regular product and portfolio review reporting. PNC expects employees to focus on customers and effectively manage risks in accordance with its Enterprise Risk Management Framework. The position is incentive eligible, with incentive payments based on company, business, and/or individual performance. PNC will not provide employment visa sponsorship or participate in STEM OPT for this position.

Requirements

Bachelor's degree; a comparable combination of education, job-specific certifications, and experience may be considered in lieu of a degree.
Typically, 3 or more years of relevant or direct industry experience for roles at this level.
Two years of experience with Python, R, C, or C++ as a primary programming language.
Two years of experience with data visualization tools such as Matplotlib, Tableau, or Excel.
Knowledge of statistical modeling and model lifecycle procedures within the financial services sector.
Demonstrated analytical thinking, data analytics, financial analysis, model development, quantitative modeling, and risk-related capabilities.
Ability to communicate analytical conclusions and explain work and approaches to internal and external personnel.
No required certifications or licenses are specified.
Employment visa sponsorship and STEM OPT participation are not available for this position.

Nice To Haves

Experience with PySpark, Pandas, NumPy, Scikit-learn, Slurm, and SQL.
Familiarity with IT infrastructure, command-line tools, bash, and os.system().
Experience automating processes with readable and reusable code.
Experience managing Python libraries and following basic software development practices.
Knowledge of regulatory credit loss processes, including CECL and CCAR, and broad knowledge of bank balance sheets.
Knowledge of banking products, credit and operational risk, risk appetite, predictive analytics, performance measurement, pricing models, and the financial-services regulatory environment.
Certifications are often desired, though none are required.

Responsibilities

Write code for data stitching, data validation, model output analysis, and similar tasks.
Execute and report on retail lending models, particularly CECL and CCAR credit loss forecasting.
Create PowerPoint reports and document methodologies.
Generate tables and figures for presentations and ad hoc requests.
Explain work and analytical approaches to internal and external personnel.
Learn and explain domain knowledge from business partners.
Provide financial and regulatory reporting and analyses to maintain controls over reporting processes.
Run complex business performance, risk, and operational analytics; develop analytical methods or models to assess product risks as needed.
Analyze large datasets and communicate conclusions to improve risk-adjusted returns, support profitable growth, and meet business goals.
Develop, recommend, and implement strategies to improve lending decisions, manage risk, increase revenue, reduce loss exposure, and improve performance.
Establish strategy baselines and track actual performance against expectations.
Apply predictive models, third-party data, and other tools to develop and execute segmentation and targeting for acquisition and portfolio strategies.
Manage engagements with internal and external information suppliers, ensuring solutions are fit for purpose and appropriately governed.
Work with business, credit, data, and model development partners to design, develop, and monitor test designs and analytical reporting.
Design or enhance standard reporting suites for regular product and portfolio reviews.
Collaborate with line-of-business, Finance, and Risk partners to assess credit risk appetite and establish policies and procedures for identifying, monitoring, and managing risk appetite.
Focus on customer needs and manage risks in accordance with PNC's Enterprise Risk Management Framework.

Benefits

Medical and 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 plan
Stock purchase plan
Dependent care reimbursement account
Back-up child and elder care
Adoption, surrogacy, and doula reimbursement
Educational assistance, including select fully paid programs
Wellness program with financial incentives
Maternity and/or parental leave
Up to 11 paid holidays each year
9 occasional absence days each year, unless otherwise required by law
15 to 25 vacation days each year, depending on career level and years of service