ALM Director: Balance Sheet Analytics & Risk Insights

Fairygodboss; New York (NY); On-site; USD 112,000 - 250,000; Full time

Job summary

PNC is seeking an ALM Director - Balance Sheet Analytics to support valuation and interest rate risk management through programming, data engineering, and analytics. The role is based in New York, Pittsburgh, or Cleveland as an individual contributor within the Chief Investment Office.

The candidate will own databases, develop scalable reporting, automate risk analytics, and collaborate with risk, finance, and technology stakeholders to deliver robust balance sheet insights.

Qualifications

• Bachelor's degree in CS, Data Science, Financial Engineering, or related quantitative field.
• Deep expertise in Python and SQL, with production code and relational databases.
• Experience handling large financial datasets and scalable data pipelines.
• Strong analytical and communication skills; able to explain technical concepts to risk stakeholders.
• Attention to detail and ability to manage independent, time-sensitive deliverables.

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, quality control, reporting, and routine risk analysis.
• Leverage QRM data and outputs to create record-level analytics that provide deeper insight into balance sheet positions, valuation drivers, and risk exposures.
• Support daily and monthly production of balance sheet analytics, including troubleshooting and issue resolution.
• Collaborate with stakeholders to translate business requirements into data and reporting solutions.
• Maintain robust technical documentation, procedures, controls, and backup coverage.
• Support regulatory, audit, model risk, and governance initiatives related to balance sheet valuation and risk management.
• Identify automation and AI opportunities while ensuring production stability.

Skills

Python

SQL

Production code

Data pipelines

Large datasets

Education

Bachelor's degree in CS/related field

Master's degree (preferred)

Tools

Java

C#

Job description

PNC is seeking an ALM Director - Balance Sheet Analytics to support valuation and interest rate risk management through programming, data engineering, and analytics. The role is based in New York, Pittsburgh, or Cleveland as an individual contributor within the Chief Investment Office.

The candidate will own databases, develop scalable reporting, automate risk analytics, and collaborate with risk, finance, and technology stakeholders to deliver robust balance sheet insights.