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
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