PNC · 1 week ago
Bank Risk Investment Officer
New York, NY
Full-time
Onsite
Senior Level, Lead/Staff
$125K/yr - $277K/yr
8+ years expPNC is a company that values its people as its greatest differentiator and competitive advantage. The Bank Risk Investment Officer role involves managing market risk across the Capital Markets business, focusing on various financial instruments and advanced risk metrics.
BankingFinanceFinancial Services
No H1B
Responsibilities
Support the Head of Capital Markets Risk Oversight in defining and executing the risk oversight strategy for trading and structured products
Design, implement, and continuously enhance market risk assessment, limit frameworks, and monitoring tools
Develop and maintain advanced analytics leveraging Python and SQL; build tools to improve risk transparency and decision-making
Work closely with Front Office, Finance, IT, Legal, Compliance, and other stakeholders to ensure integrated risk management
Oversee risk exposures, validate adherence to limits, and escalate breaches promptly
Quantify and analyze complex risks including PFE, VaR, CVA, and stress scenarios
Represent Market Risk Oversight in regulatory and audit reviews, ensuring timely and accurate responses
Actively participate and provide risk insights to senior management and governance forums
Establishes Line of Business vision and strategy, initiatives and activities associated with building, testing, and/or validation of quantitative models used for important business decisions and policies
Creates Line of Business vision and establishes strategies needed to develop new model frameworks
Oversees the most complex qualitative and quantitative assessments of all aspects of models including theoretical aspects, model design and implementation as well as data quality and integrity
Grants Line of Business approval on the reviews of complex reports and associated quantitative analysis
Validates existing models and assesses model risks
Evaluates identified model risks and reaches conclusions on strengths and limitations of the model
Reviews and approves the preparation and analysis of detailed documents for validation and regulatory compliance
Directs, motivates, develops and manages the performance of the management team and key staff
Qualification
Required
5–10 years in Capital Markets risk management or related roles
Good understanding of at least one of the following markets: Interest Rate Derivatives, FX, Commodities, Structured Products, and associated risk methodologies
Proficiency in Python and SQL; ability to develop analytics and automate processes
Hands-on experience with VaR, PFE, stress testing, and other advanced risk measures
Bachelor's or Master's degree in Finance, Economics, Mathematics, or related field
Strong ability to partner across functions and influence stakeholders
Willingness to learn, adapt, and grow within the organization
Preferred
Analytical Thinking
Credit Risks
Data Analytics
Financial Analysis
Model Development
Operational Risks
Quantitative Models
Risk Appetite
Bank Quantitative Analysis
Consulting
Data Gathering and Reporting
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
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
Company
PNC
PNC is a financial service company providing bank deposits products and services to its community.
10001+ employees
Funding
Current Stage
Public CompanyTotal Funding
unknown1975-11-17IPO
Leadership Team
Keith Hayes
SVP, PNC Aviation Finance
M
Michael Gaber
Senior Vice President - Originations
Recent News
Bizjournals.com Feed (2025-11-12 15:43:17)
2026-01-22
Bizjournals.com Feed (2025-11-12 15:43:17)
2026-01-17
The Orlando Sentinel
2026-01-17
Company data provided by crunchbase