Quantitative Analytics Model Expert
About The Position
Provides strategic and analytical insights around quantitative analyses, processes, and validations. Reviews complex quantitative analyses and models and engages with the Line of Business to enhance model development by incorporating business feedback. Oversees the development of new model frameworks by supporting the line of business and provides consultative feedback around improvements. Reviews any recommended changes to existing models. Conducts executive level communication during the course of the review. 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 and provides analytical insight into potential areas of improvement. Reviews validation of existing models and assesses model risks. Reviews the evaluations of identified model risks and provides high level consultation around recommended conclusions on strengths and limitations of the model. Provides consultative feedback around the preparation and analysis of regulatory compliance documents.
Requirements
- Successful candidates must demonstrate appropriate knowledge, skills, and abilities for a role.
- Bachelors
- Industry experience is typically 8 + years.
- In lieu of a degree, a comparable combination of education, job specific certification(s), and experience (including military service) may be considered.
Nice To Haves
- Higher level education such as a Masters degree, or PhD is desirable.
- 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
- Provides strategic and analytical insights around quantitative analyses, processes, and validations.
- Reviews complex quantitative analyses and models and engages with the Line of Business to enhance model development by incorporating business feedback.
- Oversees the development of new model frameworks by supporting the line of business and provides consultative feedback around improvements.
- Reviews any recommended changes to existing models.
- Conducts executive level communication during the course of the review.
- 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 and provides analytical insight into potential areas of improvement.
- Reviews validation of existing models and assesses model risks.
- Reviews the evaluations of identified model risks and provides high level consultation around recommended conclusions on strengths and limitations of the model.
- Provides consultative feedback around the preparation and analysis of regulatory compliance documents.
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
