Quantitative Analytics & Model Consultant Senior - Data Model Analytics

PNC•Tysons, VA

19h•Onsite

About The Position

As a Quantitative Analytics & Model Consultant Senior within PNC's Anti-Money Laundering Analytics & Modeling team, you will be part of a cohesive team of professionals who utilize a variety of statistical techniques to build models to detect, monitor, and avert concerning patterns of account activity. In this role, you will work with key stakeholders across the bank to identify patterns and risk indicators within the firm’s account and transaction datasets, identify opportunities for new strategies, and recommend improvements to existing strategies. You will be leading innovative AML projects that are patentable, utilizing statistical techniques, including logistic regression, clustering, gradient boosting, neural network, and other machine learning algorithms, to design samples and build statistical models.

Requirements

Master's degree or higher in a quantitative field
Experience in developing GenAI solutions
Experience with data mining, and data preparation for ML models including EDA, data transformations and preprocessing
Proficiency in statistical methods and tools, including experimental design, probability theory, and sampling
Expertise in building, scaling, and optimizing machine learning systems with industry recognized ML frameworks and algorithms
Strong programming skills in Python, PySpark, R, and/or SQL
Familiarity with big data technologies like Hadoop, Spark, Hive, Impala etc.
Experience working with model risk governing bodies in model validation, and with model implementation partners in productionizing a model
Critical thinking and problem-solving aptitude with the ability to apply analytical rigor to complex business problems
Ability to present complex technical concepts clearly and effectively to non-technical stakeholders and business partners
Ability to manage multiple projects simultaneously
Strong teamwork skills and ability to work across different departments
Master’s degree in Statistics, Mathematics, Engineering or Econometrics
Experience in banking/ financial services
Experience with anti-fraud and/or anti-money laundering modeling
Hands-on experience building various types of AI/ML models, including neural networks
Experience with cloud platforms like AWS, Google Cloud, or Azure
Bachelors

Responsibilities

Use a variety of analytical techniques to extract usable information from various data sources, including customer, account, and transactional data sets
Participate in data set creation, analysis, reporting, model building, model monitoring and model documentation
Effectively communicate analytical results, represent the modeling team in various forums to inform senior executives and various team partners of progress on key modeling efforts
Collaboration with 1st, 2nd and 3rd line of defenses and other key stakeholders
Independently performs the most complex quantitative analyses and models development to support decision-making by running quantitative strategies.
Develops new model frameworks by supporting the line of business.
Refines, monitors, and validates existing models.
Conducts on-going communication with model owners and model developers during the course of the review.
Works with large data to create models.
Performs the most complex qualitative and quantitative assessments on all aspects of models including theoretical aspects, model design and implementation as well as data quality and integrity.
Reviews reports and associated quantitative analysis.
Validates existing models and assesses model risks.
Evaluates identified model risks and reaches conclusions on strengths and limitations of the model.
Prepares and analyzes detailed documents for validation and regulatory compliance, using applicable templates.

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