Quantitative Analytics Sr. Manager
About The Position
Oversees the development, testing, and/or validation of quantitative models used for important business decisions and policies. Conducts robust and comprehensive model review testing and analysis in accordance with all applicable review procedures and lifecycle standards. Oversees development of 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. Directs complex qualitative and quantitative assessments of all aspects of models including theoretical aspects, model design and implementation as well as data quality and integrity. Confirms the reviews of complex reports and associated quantitative analysis. Validates existing models and assesses model risks. Leads in evaluating identified model risks and reaches conclusions on strengths and limitations of the model. Leads in the preparation and analysis of detailed documents for validation and regulatory compliance, using applicable templates.
Requirements
- University / college degree
- At least 5 years of prior management experience
- Bachelors degree
Nice To Haves
- Higher level education such as a Masters degree, PhD, or certifications is desirable.
- In lieu of a degree, a comparable combination of education, job specific certification(s), and experience (including military service) may be considered.
Responsibilities
- Oversees the development, testing, and/or validation of quantitative models used for important business decisions and policies.
- Conducts robust and comprehensive model review testing and analysis in accordance with all applicable review procedures and lifecycle standards.
- Oversees development of 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.
- Directs complex qualitative and quantitative assessments of all aspects of models including theoretical aspects, model design and implementation as well as data quality and integrity.
- Confirms the reviews of complex reports and associated quantitative analysis.
- Validates existing models and assesses model risks.
- Leads in evaluating identified model risks and reaches conclusions on strengths and limitations of the model.
- Leads in the preparation and analysis of 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
Stand Out From the Crowd
Upload your resume and get instant feedback on how well it matches this job.
What This Job Offers
Job Type
Full-time
Career Level
Manager
