About The Position
Independently performs advanced quantitative analyses and model development to drive decision-making by running quantitative strategies. Makes recommendations based on analyses. Analyzes and develops new model frameworks by supporting the line of business. Refines, monitors, and reviews existing models. Conducts on-going communication with model owners and model developers during the course of the review. Works with larger, more complex datasets to create models. Performs quantitative analysis and develops complex reports. Performs qualitative and quantitative assessments of all aspects of models including theoretical aspects, model design and implementation as well as data quality and integrity. Analyzes complex data and associated quantitative analysis. Makes recommendations based on findings from data analytics. Uses quantitative tools and techniques to measure and analyze 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, with 3+ years of relevant / direct industry experience.
- In lieu of a degree, a comparable combination of education, job specific certification(s), and experience (including military service) may be considered.
- Bachelors degree
- No Required Certification(s)
- No Required License(s)
Nice To Haves
- Analytical Thinking
- Credit Risks
- Data Analytics
- Financial Analysis
- Model Development
- Operational Risks
- Quantitative Models
- Risk Appetite
- Bank Quantitative Analysis
- Consulting
- Data Gathering and Reporting
- Effective Communications
- Predictive Analytics
- Quantitative Techniques
- Regulatory Environment - Financial Services
- Testing
Responsibilities
- Independently performs advanced quantitative analyses and model development to drive decision-making by running quantitative strategies.
- Makes recommendations based on analyses.
- Analyzes and develops new model frameworks by supporting the line of business.
- Refines, monitors, and reviews existing models.
- Conducts on-going communication with model owners and model developers during the course of the review.
- Works with larger, more complex datasets to create models.
- Performs quantitative analysis and develops complex reports.
- Performs qualitative and quantitative assessments of all aspects of models including theoretical aspects, model design and implementation as well as data quality and integrity.
- Analyzes complex data and associated quantitative analysis.
- Makes recommendations based on findings from data analytics.
- Uses quantitative tools and techniques to measure and analyze 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
- years of service
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What This Job Offers
Job Type
Full-time
Career Level
Senior
