Associate Director, ALM Strategy & Analytics

PNC Financial Services Group, Inc.; New York (NY); On-site; USD 140,000 - 180,000; Full time

Job summary

PNC Financial Services Group, Inc. is seeking an Asset and Liability Management (ALM) Associate Director to support the Chief Investment Office. The role focuses on managing over $200 billion in fixed‑income assets and derivatives, and executing initiatives related to interest rate risk, capital, and liquidity regulatory frameworks.

You will collaborate with portfolio managers and modelers, oversee analytics, and develop reports to guide strategic decisions within the ALM program.

Qualifications

• Experience with asset allocation and risk analysis.
• Proficiency in data analytics and financial modeling.
• Strong analytical and quantitative abilities.
• Ability to interpret regulatory and market implications.
• Collaboration with cross-functional teams

Responsibilities

• Support CIO Office initiatives and governance efforts.
• Coordinate with portfolio managers, modelers, and experts.
• Develop and maintain management reports and analytics.
• Conduct portfolio-level research and prepare recommendations.
• Contribute to investment decision-making and strategies.
• Interact with internal and external service partners and brokers.
• Identify analytics problems and propose solutions.
• Maintain knowledge of markets and macroeconomics and assess impact on ALM.

Skills

Asset Allocation

Auditing Operations

Business Case Analyses

Credit Risk Analysis

Data Analytics

Job description

PNC Financial Services Group, Inc. is seeking an Asset and Liability Management (ALM) Associate Director to support the Chief Investment Office. The role focuses on managing over $200 billion in fixed‑income assets and derivatives, and executing initiatives related to interest rate risk, capital, and liquidity regulatory frameworks.

You will collaborate with portfolio managers and modelers, oversee analytics, and develop reports to guide strategic decisions within the ALM program.