Quantitative Analytics and Model Expert - GenAI Governance
About The Position
This role is within PNC’s Model Risk Management organization and focuses on GenAI governance, ensuring generative AI solutions align with regulatory requirements, organizational policies, and risk management standards. The position is based in Pittsburgh, Pennsylvania; Tysons Corner, Virginia; or New York City, and PNC describes the role as in-office. The role provides strategic and analytical insights on quantitative analyses, processes, and validations. It reviews complex quantitative analyses and models, works with Lines of Business to improve model development, and supports new model frameworks with consultative feedback. It also evaluates model design, implementation, theoretical foundations, data quality and integrity, validation results, model risks, and regulatory compliance materials, and communicates review findings at the executive level.
Requirements
- Bachelor’s degree; a comparable combination of education, job-specific certifications, and experience may be considered in lieu of a degree.
- Typically 8 or more years of industry experience.
- Knowledge and competencies in bank quantitative analysis, consulting, data gathering and reporting, effective communications, predictive analytics, quantitative techniques, the financial-services regulatory environment, and testing.
- Specific certifications are often required for roles at this level, but this position lists no required certifications.
- No required licenses.
Nice To Haves
- Master’s degree or PhD is desirable.
Responsibilities
- Provide strategic and analytical insights on quantitative analyses, processes, and validations.
- Review complex quantitative analyses and models and engage with Lines of Business to improve model development using business feedback.
- Support Lines of Business in developing new model frameworks and provide consultative feedback on improvements.
- Review recommended changes to existing models.
- Conduct executive-level communication during reviews.
- Perform complex qualitative and quantitative assessments of models, including theoretical aspects, design, implementation, and data quality and integrity.
- Review reports and associated quantitative analyses and identify potential areas for improvement.
- Review validation of existing models and assess model risks.
- Review evaluations of identified model risks and consult on conclusions about model strengths and limitations.
- Provide consultative feedback on the preparation and analysis of regulatory compliance documents.
- Manage risks associated with business objectives and activities in accordance with PNC’s Enterprise Risk Management Framework.
- Apply customer-focused practices in business decisions and customer solutions.
Benefits
- Medical and prescription drug coverage, with a Health Savings Account feature, subject to eligibility.
- Dental and vision options, subject to eligibility.
- 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 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, subject to eligibility.
- Up to 11 paid holidays per year, subject to eligibility.
- 9 occasional absence days per year, unless otherwise required by law.
- 15 to 25 vacation days per year depending on career level and years of service, subject to eligibility.
- Incentive-eligible compensation based on company, business, and/or individual performance.
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What This Job Offers
Job Type
Full-time
Career Level
Senior
