Hybrid Quantitative Analytics Consultant

Posted last month

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About the role

  • Perform complex quantitative analyses and models development to support decision-making by running quantitative strategies.
  • Develop new model frameworks by supporting the line of business.
  • Refine, monitor, and validate existing models.
  • Conduct ongoing communication with model owners and model developers during the course of the review.
  • Work with large data to create models.
  • Perform advanced qualitative and quantitative assessments on all aspects of models including theoretical aspects, model design and implementation as well as data quality and integrity.
  • Review reports and associated quantitative analysis.
  • Validate existing models and assess model risks.
  • Evaluate identified model risks and reach conclusions on strengths and limitations of the model.
  • Prepare and analyze detailed documents for validation and regulatory compliance, using applicable templates.

Requirements

  • 5+ years of industry-relevant experience
  • Bachelor's degree
  • Analytical Thinking
  • Credit Risks
  • Data Analytics
  • Financial Analysis
  • Model Development
  • Operational Risks
  • Quantitative Models
  • Risk Appetite
  • Bank Quantitative Analysis
  • Consulting
  • Data Gathering and Reporting
  • Effective Communications
  • Predictive Analytics
  • Quantitative Techniques
  • Regulatory Environment - Financial Services
  • Testing

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
  • 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

Job title

Quantitative Analytics Consultant

Job type

Experience level

Mid levelSenior

Salary

$65,000 - $179,400 per year

Degree requirement

Bachelor's Degree

Location requirements

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