Quantitative Analytics and Model Consultant Senior Market Risk Oversight

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 companys success. As a Quantitative Analytics and Model Consultant Senior within PNCs Market Risk Oversight organization you will be based in Pittsburgh PA New York City Cleveland OH Washington DC or Charlotte NC. This position is primarily based in a PNC location.

This role provides second-line oversight of Interest Rate Risk in the Banking Book focusing on NII and EVE frameworks. The position requires strong quantitative skills technical proficiency and the ability to collaborate across multiple functions.

Responsibilities

Support the Head of IRRBB in executing risk oversight strategy.

Develop analytics and automation using Python and SQL.

Monitor IRRBB exposures and validate adherence to limits.

Quantify and analyze risks including deposit modeling rate models OAS and mortgage portfolios.

Partner with Front Office Finance IT Legal Compliance and other stakeholders.

Contribute to CCAR processes regulatory reviews and governance forums.

Qualifications

8 years of experience in IRRBB Market Risk ALM or Treasury.

Strong knowledge of NII and EVE frameworks.

Technical proficiency in Python and SQL; familiarity with QRM Aladdin PolyPaths and Murex is a plus.

Bachelors or Masters degree in Finance Economics or quantitative fields.

Strong communication and collaboration skills; growth mindset.

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

Job Description

• Independently performs the most complex quantitative analyses and models development to support decision-making by running quantitative strategies.
• Develops new model frameworks by supporting the line of business. Refines monitors and validates existing models. Conducts on-going communication with model owners and model developers during the course of the review. Works with large data to create models.
• 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. Validates existing models and assesses model risks.
• Evaluates identified 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.

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 PhD or certifications is desirable. Industry relevant experience is typically 8 years. Specific certifications are often 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 : $80000.00 $209300.00

Salaries may vary based on geographic location market data and on individual skills experience and education. This role is incentive eligible with the payment based upon company business and / or individual performance.

Application Window

Generally this opening is expected to be posted for two business days from 11 / 26 / 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 . 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 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.

Required Experience :

Senior IC

Key Skills

Cruise,Law Enforcement,Attorney At Law,Business Sales,AC Maintenance,Architecture

Employment Type : Full-Time

Experience : years

Vacancy : 1

Monthly Salary Salary : 80000 - 209300