Quantitative Analytics & Model Consultant Senior
About The Position
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.
Requirements
- University / college degree.
- Industry relevant experience is typically 8+ years.
- Bachelors degree.
Nice To Haves
- Higher level education such as a Masters degree, PhD, or certifications is desirable.
- Specific certifications are often required.
- In lieu of a degree, a comparable combination of education, job specific certification(s), and experience (including military service) may be considered.
Responsibilities
- 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
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What This Job Offers
Job Type
Full-time
Career Level
Senior
