Credit Loss Forecasting: Senior Quant Analyst

PNC Financial Services Group, Inc.; Pittsburgh (Allegheny County); On-site; USD 86,000 - 173,000; Full time

Benefits offered by this job

Medical/Dental/Vision benefits

401(k) with company match

Paid time off and holidays

Job summary

PNC Financial Services Group, Inc. is seeking a senior Quantitative Analytics & Model Analyst to support CECL, CCAR, and Model Monitoring initiatives from multiple U.S. locations including Pittsburgh, Cleveland, Columbus, Tyson's Corner, Charlotte, or Washington, DC.

The role emphasizes developing Python-based analytics solutions, data pipelines, and governance across regulatory programs, with collaboration across model development and validation teams and cross-functional partners.

Qualifications

• Bachelor's or Master's degree in Quantitative Finance, Statistics, Mathematics, Computer Science, Data Science, Engineering, or a related quantitative field.
• Strong Python programming and software development experience.
• Experience working with large-scale datasets and data manipulation frameworks.
• Strong problem-solving skills with the ability to diagnose and resolve complex analytical and technical issues.
• Experience developing automated solutions and analytical workflows.
• Strong communication and collaboration skills.

Responsibilities

• Develop, maintain, and enhance analytical processes and infrastructure for CECL, CCAR, Model Monitoring, and regulatory initiatives.
• Collaborate with model development and validation teams to support implementation, onboarding, testing, monitoring, and deployment.
• Design, develop, and maintain Python-based solutions to automate data processing, analytics workflows, controls, and reporting processes.
• Troubleshoot and resolve complex technical issues related to model execution, data quality, workflow orchestration, and outputs.
• Perform quantitative analysis on large datasets to identify trends and support business decisions.
• Implement and optimize data pipelines using modern analytics and distributed computing frameworks.
• Leverage AI, machine learning, and advanced analytics to improve efficiency and insights.
• Support model governance activities including documentation, testing, validation support, and audits.
• Communicate findings and recommendations to technical and non-technical stakeholders.

Skills

Python programming

Data analysis

Problem solving

Automation

Communication

Education

Bachelor's or Master's degree in a quantitative field

Tools

PySpark

Git/Bitbucket

Cloud computing

Job description

PNC Financial Services Group, Inc. is seeking a senior Quantitative Analytics & Model Analyst to support CECL, CCAR, and Model Monitoring initiatives from multiple U.S. locations including Pittsburgh, Cleveland, Columbus, Tyson's Corner, Charlotte, or Washington, DC.

The role emphasizes developing Python-based analytics solutions, data pipelines, and governance across regulatory programs, with collaboration across model development and validation teams and cross-functional partners.