Quantitative Analytics & Model Development Expert - Balance Sheet Analytics & Modeling

Job Description

Job Profile

Position Overview

At PNC, our people are our greatest differentiator and competitive advantage in the markets we serve. We are all united in delivering the best experience for our customers. We work together each day to foster an inclusive workplace culture where all of our employees feel respected, valued and have an opportunity to contribute to the company’s success. As a Quantitative Analytics & Model Development Expert within PNC's Balance Sheet Analytics & Modeling organization, you will be based in Pittsburgh, PA, Vienna, VA, East Brunswick or Cherry Hill, NJ or New York City. This position is primarily based in a PNC location. Responsibilities require time in the office or in the field on a regular basis.

In this role on the consumer lending modeling and execution team, you will develop, maintain Origination / Acquisition and Portfolio management models for all retail lending products. These models support PNC’s retail lending origination strategy, pricing, marketing, and default management strategies. This position primarily auto lending, unsecured lending, and consumer credit card products. This role requires a combination of python coding skills, deep product understanding, financial reporting and analysis, and machine learning modeling skills. You will also rely on strong communication skills to share complex analytical results with non-technical audiences. PNC's commitment to leadership in risk management means you will always be at the leading edge of bank technology and techniques. All the while, you will benefit from access to senior professionals within the field in a friendly, open, and engaging environment.

Preferred skills and experience :

8+ years of direct experience building scorecards for Credit Card, Auto, Personal Unsecured Loans

Familiarity with using alternative data such as ACH transactions is a plus

Experience with working with Credit Bureau Agency (Experian, TU, Equifax) data is highly preferred

Proficient in Swap Analysis, Reject Inferencing, Advanced Sampling Techniques

Hands on experience coding with Python, Advanced data manipulation skills in PySpark, Pandas, SQL is highly preferred

Experience with building predictive models (e.g., logistic regression, linear regression, gradient boosting machines)

Experience working with Retail Lending products such as auto loans, installment loans, and credit cards is preferred

Able to demonstrate thought leadership and strategic thinking for decision making

Skill in exercising initiative and using good judgment to make sound decisions

Skill to influence, negotiate, and persuade partners to reach agreeable exchanges and positive outcomes

Skill using innovative thinking to solve problems and facilitate the decision-making process.

PNC will not provide sponsorship for employment visas or participate in STEM OPT for this position.

Job Description

• Provides strategic and analytical insights around quantitative analyses, processes, and validations. Reviews complex quantitative analyses and models and engages with the Line of Business to enhance model development by incorporating business feedback.
• Oversees the development of new model frameworks by supporting the line of business and provides consultative feedback around improvements. Reviews any recommended changes to existing models. Conducts executive level communication during the course of the review.
• Performs the most complex qualitative and quantitative assessments on all aspects of models including theoretical aspects, model design and implementation as well as data quality and integrity. Reviews reports and associated quantitative analysis and provides analytical insight into potential areas of improvement. Reviews validation of existing models and assesses model risks.
• Reviews the evaluations of identified model risks and provides high level consultation around recommended conclusions on strengths and limitations of the model.
• Provides consultative feedback around the preparation and analysis of regulatory compliance documents.

PNC Employees take pride in our reputation and to continue building upon that we expect our employees to be :

Qualifications

Successful candidates must demonstrate appropriate knowledge, skills, and abilities for a role. Listed below are skills, competencies, work experience, education, and required certifications / licensures needed to be successful in this position.

Preferred Skills Analytical Thinking, Credit Risks, Data Analytics, Financial Analysis, Model Development, Operational Risks, Quantitative Models, Risk Appetite

Competencies Bank Quantitative Analysis, Consulting, Data Gathering and Reporting, Effective Communications, Predictive Analytics, Quantitative Techniques, Regulatory Environment - Financial Services, Testing

Work Experience Roles at this level typically require a university / college degree. Higher level education such as a Masters degree, or PhD is desirable. Industry experience is typically 8 + years. Specific certifications are often required. In lieu of a degree, a comparable combination of education, job specific certification(s), and experience (including military service) may be considered.

Education Bachelors

Certifications No Required Certification(s)

Licenses No Required License(s)

Pay Transparency

Base Salary : $130,000.00 – $254,300.00

Salaries may vary based on geographic location, market data and on individual skills, experience, and education.

Application Window

Generally, this opening is expected to be posted for two business days from 08 / 15 / 2025, although it may be longer with business discretion.

Benefits

PNC offers a comprehensive range of benefits to help meet your needs now and in the future. Depending on your eligibility, options for full-time employees include : 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.

In addition, PNC generally provides the following paid time off, depending on your eligibility : 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.

To learn more about these and other programs, including benefits for full time and part-time employees, visit Your PNC Total Rewards.

Disability Accommodations Statement

If an accommodation is required to participate in the application process, please contact us via email at AccommodationRequest@pnc.com. Please include “accommodation request” in the subject line title and be sure to include your name, the job ID, and your preferred method of contact in the body of the email. Emails not related to accommodation requests will not receive responses.  Applicants may also call 877-968-7762 and say "Workday" for accommodation assistance. All information provided will be kept confidential and will be used only to the extent required to provide needed reasonable accommodations.

At PNC we foster an inclusive and accessible workplace.  We provide reasonable accommodations to employment applicants and qualified individuals with a disability who need an accommodation to perform the essential functions of their positions.

Equal Employment Opportunity (EEO)

PNC provides equal employment opportunity to qualified persons regardless of race, color, sex, religion, national origin, age, sexual orientation, gender identity, disability, veteran status, or other categories protected by law.

This position is subject to the requirements of Section 19 of the Federal Deposit Insurance Act (FDIA) and, for any registered role, the Secure and Fair Enforcement for Mortgage Licensing Act of 2008 (SAFE Act) and / or the Financial Industry Regulatory Authority (FINRA), which prohibit the hiring of individuals with certain criminal history.

California Residents

Refer to the California Consumer Privacy Act Privacy Notice to gain understanding of how PNC may use or disclose your personal information in our hiring practices.