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
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