ALM Balance Sheet Analytics Engineer

PNC; New York (NY); On-site; USD 90,000 - 140,000; Full time

Job summary

PNC in New York City seeks an ALM Associate- Balance Sheet Analyst to support balance sheet valuation and interest rate risk management. The role is highly technical, requiring programming, data engineering, database management, and analytical development skills.

You will own and enhance databases, develop tools and reporting, automate data preparation and QA, and collaborate with risk and technology teams to deliver reliable analytics and governance.

Qualifications

• Bachelor's degree in a quantitative field (CS, data science, financial engineering, etc.)
• Proficient in Python and SQL with strong programming skills
• Experience with large financial datasets and scalable pipelines
• Strong analytical and communication skills for stakeholders
• Detail-oriented with ability to manage time-sensitive deliverables
• Understanding of financial statements and interest rate risk concepts

Responsibilities

• Own, maintain, and enhance databases supporting QRM balance sheet valuation and interest rate risk analytics.
• Develop, maintain, and optimize production code, analytical tools, and scalable reporting solutions.
• Build automated processes for data preparation, reconciliation, QC, reporting, and risk analysis.
• Leverage QRM data to create analytics for balance sheet positions, drivers, and risk exposures.
• Support daily and monthly production of balance sheet analytics, with troubleshooting and issue resolution.
• Investigate data anomalies and partner with tech teams to identify root causes.
• Collaborate with analysts, PMs, modelers, risk, finance, and tech to translate requirements.
• Maintain robust documentation, procedures, controls, and backup coverage.
• Support governance, model risk, and regulatory initiatives.
• Identify automation and AI opportunities with proper controls.

Skills

Python

SQL

Data pipelines

Analytical thinking

Communication

Attention to detail

Education

Bachelor's in Computer Science or related quantitative field

Master's in related quantitative discipline

Tools

SQL

Job description

PNC in New York City seeks an ALM Associate- Balance Sheet Analyst to support balance sheet valuation and interest rate risk management. The role is highly technical, requiring programming, data engineering, database management, and analytical development skills.

You will own and enhance databases, develop tools and reporting, automate data preparation and QA, and collaborate with risk and technology teams to deliver reliable analytics and governance.