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

PNC•Pittsburgh, PA

2d•$86,250 - $143,750•Onsite

About The Position

This position will support the accurate and timely execution and reporting around PNC’s retail lending models, particularly for CECL and CCAR credit loss forecasting. The candidate will use Python, PySpark, and SQL for model execution and data analytics, as well as for other operational processes supporting CECL/CCAR. We are seeking candidates who are effective communicators and who enjoy tackling complex problems. In this role, you will translate knowledge of PNC’s lending products, data, and models into actionable insights for senior management.

Requirements

2 years’ experience with Python (or R/C/C++) as primary programming language
2 years’ experience with data visualization (e.g., Matplotlib, Tableau, Excel)
Experience with PySpark, Pandas, NumPy, Scikit-learn, Slurm, SQL
Familiarity with IT infrastructure and the command line / bash / os.system()
Experience with automation through readable and reusable code
Experience with managing Python libraries and following basic software development practices
Knowledge of regulatory credit loss (CECL/CCAR) processes and broad knowledge of bank balance sheets
Knowledge of statistical modeling and model lifecycle procedures within the financial services sector
University / college degree, with 3+ years of relevant / direct industry experience. Certifications are often desired. In lieu of a degree, a comparable combination of education, job specific certification(s), and experience (including military service) may be considered.

Nice To Haves

Analytical Thinking
Credit Risks
Data Analytics
Financial Analysis
Model Development
Operational Risks
Quantitative Models
Risk Appetite

Responsibilities

Write code for data stitching, data validation, model output analysis, and similar tasks
Create effective PowerPoint reports and document methodologies
Generate tables and figures for presentations and ad hoc requests
Explain the work and approach to internal and external personnel
Learn and explain domain knowledge from business partners
Provides financial and regulatory reporting and analyses to maintain adequate controls over the financial and regulatory reporting processes.
Responsible for running complex business performance, risk and operational analytics.
May include the development of analytical methods/models to assess market, credit and/or operational risk of new and existing financial products.
Leverages business / product expertise to rigorously analyze large datasets, improve risk adjusted returns, deliver profitable growth, and communicate conclusions.
Synthesizes analytical results and develops, recommends, and implements business strategies that improve lending decisions, assist in managing risk, increase revenues, reduce exposure to losses, meet business goals, and improve performance.
Establishes baselines for strategies and tracks actual performance to expectations.
Applies predictive models, third party data, and other tools to develop and execute appropriate segmentation and targeting for acquisition and portfolio strategies to provide insight into portfolio risk.
Manages engagements with internal and external information suppliers ensuring solution is fit for purpose while maintaining appropriate governance and oversight.
Works with business, credit, data, and model development partners to design, develop, and monitor test designs and analytical reporting to track and enhance strategies.
Designs / enhances standard reporting suites for regular product / portfolio reviews.
Collaborates with the line of business, Finance, and Risk partners to assess and establish credit risk appetite and to understand its implications, as well as to establish policies and procedures governing the identification, monitoring, and management of risk appetite.

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
9 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