Quantitative Analytics and Model Expert - GenAI Governance
About The Position
As a Quantitative Analytics and Model Expert within PNC's Model Risk Management organization, the role 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 itself as an in-office company. The role provides strategic and analytical insights around quantitative analyses, processes, and validations. It reviews complex quantitative analyses and models, conducts qualitative and quantitative assessments of models, and provides consultative feedback on model development, validation, risk evaluation, and regulatory compliance documentation. The position also includes executive-level communication during reviews.
Requirements
- Typically requires a university or college degree; a bachelor's degree is listed.
- Typically requires 8 or more years of industry experience.
- Demonstrate knowledge, skills, and abilities appropriate to the role, including competencies in bank quantitative analysis, consulting, data gathering and reporting, effective communications, predictive analytics, quantitative techniques, the financial services regulatory environment, and testing.
- In lieu of a degree, a comparable combination of education, job-specific certifications, and experience, including military service, may be considered.
- No required certifications are listed.
- No required licenses are listed.
- PNC will not provide employment visa sponsorship or participate in STEM OPT for this position.
Nice To Haves
- Higher-level education such as a master's degree or Ph.D. is desirable.
Responsibilities
- Provide strategic and analytical insights around quantitative analyses, processes, and validations.
- Review complex quantitative analyses and models, and engage with lines of business to enhance model development by incorporating business feedback.
- Oversee the development of new model frameworks by supporting lines of business and providing 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, identifying potential areas for improvement.
- Review validation of existing models and assess model risks.
- Review evaluations of identified model risks and provide high-level consultation on conclusions about model strengths and limitations.
- Provide consultative feedback on the preparation and analysis of regulatory compliance documents.
Benefits
- Medical and prescription drug coverage, including 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 and elder care.
- Adoption, surrogacy, and doula reimbursement.
- Educational assistance, including select programs that are fully paid.
- Wellness program with financial incentives.
- Maternity and/or parental leave.
- Up to 11 paid holidays each year.
- Nine occasional absence days each year, unless otherwise required by law.
- Between 15 and 25 vacation days each year, depending on career level and years of service.
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What This Job Offers
Job Type
Full-time
Career Level
Senior
