Quantitative Analytics and Model Consultant Senior - ...

Position Overview At PNC, our people are our greatest differentiator and competitive advantage in the markets we serve. We are all united in delivering the best experience for our customers. We work together each day to foster an inclusive workplace culture where all of our employees feel respected, valued and have an opportunity to contribute to the companyu2019s success. As a Quantitative Analytics and Model Consultant Senior within PNC's Market Risk Oversight organization, you will be based in Pittsburgh, PA, New York City, Cleveland, OH, Washington, DC or Charlotte, NC. This position is primarily based in a PNC location. This role provides second-line oversight of Interest Rate Risk in the Banking Book, focusing on NII and EVE frameworks. The position requires strong quantitative skills, technical proficiency, and the ability to collaborate across multiple functions. Responsibilities u00b7 Support the Head of IRRBB in executing risk oversight strategy. u00b7 Develop analytics and automation using Python and SQL. u00b7 Monitor IRRBB exposures and validate adherence to limits. u00b7 Quantify and analyze risks including deposit modeling, rate models, OAS, and mortgage portfolios. u00b7 Partner with Front Office, Finance, IT, Legal, Compliance, and other stakeholders. u00b7 Contribute to CCAR processes, regulatory reviews, and governance forums. Qualifications u00b7 8 years of experience in IRRBB, Market Risk, ALM, or Treasury. u00b7 Strong knowledge of NII and EVE frameworks. u00b7 Technical proficiency in Python and SQL; familiarity with QRM, Aladdin, PolyPaths, and Murex is a plus. u00b7 Bacheloru2019s or Masteru2019s degree in Finance, Economics, or quantitative fields. u00b7 Strong communication and collaboration skills; growth mindset. PNC will not provide sponsorship for employment visas or participate in STEM OPT for this position. Job Description + 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. PNC Employees take pride in our reputation and to continue building upon that we expect our employees to be: + Customer Focused - Knowledgeable of the values and practices that align customer needs and satisfaction as primary considerations in all business decisions and able to leverage that information in creating customized customer solutions. + Managing Risk - Assessing and effectively managing all of the risks associated with their business objectives and activities to ensure they adhere to and support PNC's Enterprise Risk Management Framework. Qualifications Successful candidates must demonstrate appropriate knowledge, skills, and abilities for a role. Listed below are skills, competencies, work experience, education, and required certifications/licensures needed to be successful in this position. Preferred Skills Analytical Thinking, Credit Risks, Data Analytics, Financial Analysis, Model Development, Operational Risks, Quantitative Models, Risk Appetite Competencies Bank Quantitative Analysis, Consulting, Data Gathering and Reporting, Effective Communications, Predictive Analytics, Quantitative Techniques, Regulatory Environment - Financial Services, Testing Work Experience Roles at this level typically require a university / college degree. Higher level education such as a Masters degree, PhD, or certifications is desirable. Industry relevant experience is typically 8+ years. 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. Education Bachelors Certifications No Required Certification(s) Licenses No Required License(s) Pay Transparency Base Salary: $80,000.00 u2013 $209,300.00 Salaries may vary based on geographic location, market data and on individual skills, experience, and education. This role is incentive eligible with the payment based upon company, business and/or individual performance. Application Window Generally, this opening is expected to be posted for two business days from 11/26/2025, although it may be longer with business discretion. Benefits PNC offers a comprehensive range of benefits to help meet your needs now and in the future. Depending on your eligibility, options for full-time employees include: 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. In addition, PNC generally provides the following paid time off, depending on your eligibility: maternity and/or parental leave; up to 11 paid holidays each year; 8 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. To learn more about these and other programs, including benefits for full time and part-time employees, visit Your PNC Total Rewards (. Disability Accommodations Statement If an accommodation is required to participate in the application process, please contact us via email at . Please include u201caccommodation requestu201d in the subject line title and be sure to include your name, the job ID, and your preferred method of contact in the body of the email. Emails not related to accommodation requests will not receive responses. Applicants may also call 877-968-7762 and say

Created: 2025-11-28