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PNC · 3 days ago

Portfolio Analytics & Strategy Specialist - Balance Sheet Analytics & Modeling

Pittsburgh, PA

Full-time

Onsite

Mid, Senior Level

$65K/yr - $131K/yr

6+ years exp

PNC is a financial services company that focuses on delivering the best experience for its customers. The Portfolio Analytics & Strategy Specialist will analyze large datasets to improve risk-adjusted returns and implement strategies that enhance lending decisions and manage risk.

BankingFinanceFinancial Services

No H1B

Responsibilities

Leverages business product expertise to rigorously analyze large datasets, improve risk adjusted returns, deliver profitable growth, and communicate conclusions

Synthesizes analytical results and develops, recommends, and implements business strategies that improve lending decisions, assist in managing risk, increase revenues, reduce exposure to losses, meet business goals, and improve performance

Establishes baselines for strategies and tracks actual performance to expectations

Monitor ongoing positioning and performance of PNC’s overall credit portfolio encompassing level and trend of credit quality, credit risk factor positioning & risk appetite utilization, and risk-adjusted performance quality & attribution, working in close coordination with all Line of Business Data, Model & Analytics teams, and Credit Risk Management group

Develop, propose, and coordinate portfolio reviews and sensitivity analyses that emanate from either a heightened level of risk and concern about a particular risk factor (e.g. industry) or to better understand certain risk factor exposures with larger concentrations, elevated growth rates, material over/underweight relative to the market and/or peers, and changing macro policy backdrops

Elevate adhoc portfolio reviews and sensitivity analyses to enterprise review and discussion forums, as appropriate

Develop and support climate analytics efforts, including development and execution of heat maps, physical and transition risk scenario analysis, financed emissions, and related foundational capabilities

Provides financial and regulatory reporting and analyses to maintain adequate controls over the financial and regulatory reporting processes

Responsible for running complex business performance, risk and operational analytics

May include the development of analytical methods/models to assess market, credit and/or operational risk of new and existing financial products

Applies predictive models, third party data, and other tools to develop and execute appropriate segmentation and targeting for acquisition and portfolio strategies to provide insight into portfolio risk

Manages engagements with internal and external information suppliers ensuring solution is fit for purpose while maintaining appropriate governance and oversight

Works with business, credit, data, and model development partners to design, develop, and monitor test designs and analytical reporting to track and enhance strategies

Designs / enhances standard reporting suites for regular product / portfolio reviews

Collaborates with the line of business, Finance, and Risk partners to assess and establish credit risk appetite and to understand its implications, as well as to establish policies and procedures governing the identification, monitoring, and management of risk appetite

Qualification

Credit Portfolio ManagementData AnalyticsPythonQuantitative ModelsFinancial AnalysisModel DevelopmentRisk AppetiteAnalytical ThinkingOperational RisksPredictive AnalyticsCommunicationCritical Thinking

Required

6+ years of experience in credit portfolio management (experience across both commercial and consumer lending portfolio management desirable)

Hands-on, detail oriented with high standards and a total ownership mindset

Strong programming skills in Python, PySpark, R, SAS, and/or SQL

Critical thinking and problem-solving aptitude with the ability to apply analytical rigor to complex business problems

Bachelor's degree, master's or equivalent experience preferred, in economics, finance, engineering, statistics or other discipline(s) relevant to quantitative credit portfolio management

Knowledge of supervisory regulations and guidance related to credit risk management at US commercial banking organizations

Excellent verbal and written communication skills

Strong interpersonal skills with the ability to build relationships and influence stakeholders at all levels

Independent thinking skills with the ability to demonstrate strong leadership

Roles at this level typically require a university / college degree, with 5+ years of industry-relevant experience