Risk Analytics Quantitative Expert 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 Risk Analytics Quantitative Expert Senior within PNCu2019s Market Risk organization, you will be based in New York, NY, Pittsburgh, PA, Cleveland, OH, Washington, D.C., or another PNC location. This role will own, develop, and enhance core Market Risk and Counterparty Risk analytics, focusing on Potential Future Exposure (PFE) but also spanning Value at Risk (VaR), and Interest Rate Risk in the Banking Book (IRRBB). The position plays a critical role in ensuring sound risk measurement, regulatory compliance, and effective risk oversight across both trading and balance sheet activities. The successful candidate will work closely with Market Risk Management, Model Validation, Treasury, Asset & Liability Management (ALM), Finance, and the Capital Markets Group to provide independent quantitative review, effective challenge, and model governance, ensuring that methodologies, assumptions, and limitations are well understood and fit for purpose. This is a high visibility role reporting directly to the Head of Market Risk Analytics. Key responsibilities include: u2022 Developing and maintaining PFE, VaR, stress, and exposure models used for risk limits, reporting, and regulatory submissions u2022 Enhancing IRRBB analytics (NII/EVE sensitivities, scenarios, optionality, and hedging effectiveness) and aligning them with ALM and Treasury frameworks u2022 Supporting FRTB, CCAR, and CECL related analytics, including methodology development, benchmarking, and model impact assessments u2022 Providing quantitative support for new products, portfolio changes, and strategic initiatives within Capital Markets and the balance sheet u2022 Partnering with Model Risk Management to support model validation, audits, and regulatory reviews Preferred skills and experience include: u2022 8+ years of industry experience in market risk analytics, quantitative modeling, or front office/trading analytics u2022 Strong understanding of market risk and counterparty risk frameworks, including PFE, VaR, stress testing, IRRBB, and FRTB; CCAR and CECL experience is a plus u2022 Strong programming skills in Python for model implementation, data analysis, and automation u2022 Ability to work hands on, independently, manage multiple priorities, and deliver under tight deadlines u2022 Practical experience with Numerix, Murex, and Bloomberg preferred PNC is an in-office company that fosters a supportive culture where employees can thrive and achieve balance. We encourage candidates to connect with their recruiter and hiring manager to understand workplace expectations and ensure the role aligns with their goals. PNC will not provide sponsorship for employment visas or participate in STEM OPT for this position. Job Description + Establishes Line of Business vision and strategy, initiatives and activities associated with building, testing, and/or validation of quantitative models used for important business decisions and policies. Oversees robust and comprehensive model review testing and quantitative analysis in accordance with all applicable review procedures and lifecycle standards. + Creates Line of Business vision and establishes strategies needed to develop new model frameworks. + Oversees the most complex qualitative and quantitative assessments of all aspects of models including theoretical aspects, model design and implementation as well as data quality and integrity. Grants Line of Business approval on the reviews of complex 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. Reviews and approves the preparation and analysis of detailed documents for validation and regulatory compliance. + Directs, motivates, develops and manages the performance of the management team and key staff. 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, Predictive Analytics, Quantitative Techniques, Regulatory Environment - Financial Services, Testing Work Experience Roles at this level typically require a university / college degree as well as a Masters degree, PhD, or certifications. Industry-relevant 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. Education Bachelors Certifications No Required Certification(s) Licenses No Required License(s) Pay Transparency Base Salary: $125,000.00 u2013 $276,900.00 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 04/23/2026, 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; 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. To learn more about these and other programs, including benefits for full time and part-time employees, visit . 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: 2026-04-27