Hybrid Senior Quantitative Analytics and Model Analyst

at PNC

• Job title: Senior Quantitative Analytics and Model Analyst
• Job type: Full Time
• Experience level: Senior
• Salary: $71,500 - $157,300 per year
• Degree requirement: Bachelor's Degree
• Tech skills: Python, SQL
• Location requirements: Hybrid, Pittsburgh, United States

About the role

• Quantitative Analytics and Model Analyst Senior performing advanced quantitative analyses at PNC. Validating models and making recommendations based on complex data analysis.

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.

Requirements

• Experience developing models or validating applied models within the financial services industry, government, or academic setting is preferred.
• Strong English communication skills, both written and verbal, with the ability to convey complex technical concepts to diverse stakeholders.
• Hands-on experience with model testing and estimation tools in Python, R, SQL, SAS, etc.
• 3+ years of relevant / direct industry experience.
• University / college degree or a comparable combination of education, job specific certification(s), and experience (including military service).

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