Senior Data Consultant at iQo in Paris focusing on data strategy, governance, and operational maturity. Collaborating with leadership to shape data usage and drive effective change within organizations.
PN
Onsite Quantitative Analytics and Model Consultant – Asset Liability Management
Posted 3 hours ago
About the role
- Quantitative Analytics Consultant focusing on interest rate risk oversight within PNC's Market Risk Oversight. Collaborating across multiple functions and providing strong analytics using Python and SQL.
Responsibilities
- Support the Head of IRRBB in executing risk oversight strategy.
- Develop analytics and automation using Python and SQL.
- Monitor IRRBB exposures and validate adherence to limits.
- Quantify and analyze risks including deposit modeling, rate models, OAS, and mortgage portfolios.
- Partner with Front Office, Finance, IT, Legal, Compliance, and other stakeholders.
- Contribute to CCAR processes, regulatory reviews, and governance forums.
Requirements
- 5 years of experience in IRRBB, Market Risk, ALM, or Treasury.
- Strong knowledge of NII and EVE frameworks.
- Technical proficiency in Python and SQL; familiarity with QRM, Aladdin, PolyPaths, and Murex is a plus.
- Bachelor’s or Master’s degree in Finance, Economics, or quantitative fields.
- Strong communication and collaboration skills; growth mindset.
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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