Agency MBS Quantitative Modeler – Prepayment & Rates

PNC Financial Services Group, Inc.; Pennsylvania; Presencial; USD 109.200 - 202.800; Tempo integral

Benefícios oferecidos por esta vaga

Medical coverage

401(k) with company match

Pension plan

Stock purchase plan

Paid time off

Resumo da vaga

PNC Financial Services Group, Inc. is seeking an Agency MBS Modeler in its Analytics and Modeling organization, based in New York, NY or Pittsburgh, PA.

You will develop and validate agency mortgage-backed securities models, handle prepayment, term structure, and rate models, and interact with model owners to generate investment insights. Applicants should have 5+ years of industry experience and a university degree; sponsorship is not provided.

Qualificações

• University/college degree required with 5+ years of industry-relevant experience.
• Certifications are often required.
• In lieu of a degree, a comparable mix of education, certifications, and experience may be considered.
• Experience with Agency MBS modeling or similar financial models is preferred.

Responsabilidades

• Performs 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 ongoing communication with model owners and model developers during the course of the review.
• Works with large data to create models.
• Performs advanced qualitative and quantitative assessments on all aspects of models including theoretical aspects, model design and implementation as well as data quality and integrity.

Conhecimentos

Analytical Thinking

Credit Risks

Data Analytics

Financial Analysis

Model Development

Operational Risks

Quantitative Models

Risk Appetite

Formação

Bachelor's degree

Descrição da vaga

PNC Financial Services Group, Inc. is seeking an Agency MBS Modeler in its Analytics and Modeling organization, based in New York, NY or Pittsburgh, PA.

You will develop and validate agency mortgage-backed securities models, handle prepayment, term structure, and rate models, and interact with model owners to generate investment insights. Applicants should have 5+ years of industry experience and a university degree; sponsorship is not provided.