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PNC · 1 day ago

Quantitative Analytics and Model Analyst Senior

Tysons Corner, VA

Full-time

Onsite

Mid, Senior Level

$72K/yr - $157K/yr

3+ years exp

PNC is a company that values its people as its greatest differentiator and competitive advantage. They are seeking a Quantitative Analytics and Model Analyst Senior to perform independent reviews of models, including loss forecasting and stress testing models, while also writing reports and leading various model reviews.

BankingFinanceFinancial Services

No H1B

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

Qualification

Model DevelopmentQuantitative ModelsData AnalyticsPythonRSQLSASAnalytical ThinkingCredit RisksFinancial AnalysisOperational RisksPredictive AnalyticsQuantitative TechniquesRegulatory EnvironmentEffective Communications

Required

Experience developing models or validating applied models within the financial services industry, government, or academic setting

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

Independently performs advanced quantitative analyses and model development to drive decision-making by running quantitative strategies

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

Roles at this level typically require a university / college degree, with 3+ years of relevant / direct industry experience

In lieu of a degree, a comparable combination of education, job specific certification(s), and experience (including military service) may be considered

Bachelors