Fraud Analytics & Model Validation Consultant

PNC; Pittsburgh (Allegheny County); On-site; USD 91,000 - 203,000; Full time

Benefits offered by this job

Medical/dental/vision coverage

401(k) with company match

Life insurance

Job summary

PNC is seeking a Quantitative Analytics and Model Consultant in the Model Risk Management organization. Based in Pittsburgh, NY, or Tysons Corner, VA, you will validate fraud/AML and ML models, performing rigorous independent reviews and communicating results to diverse stakeholders.

You will develop and validate quantitative models, assess data quality, and report findings for regulatory compliance. Strong English skills and experience with SQL/SAS/Python/R are required.

Qualifications

• Master's degree in a quantitative field such as Statistics, Finance, Economics, OR, or Mathematics.
• Experience developing or validating models in financial services or academia is required.
• Strong English communication skills, both written and verbal.
• Hands-on experience with SQL, SAS, Python, or R.

Responsibilities

• Perform independent qualitative and quantitative assessments of model concepts, data quality, and performance testing.
• Prepare detailed validation reports for internal and regulatory communications.
• Collaborate with model owners and developers to enhance validation processes and risk practices.
• Develop and validate models and monitor ongoing performance across large datasets.

Skills

Analytical Thinking

Credit Risks

Data Analytics

Financial Analysis

Model Development

Operational Risks

Quantitative Models

Risk Appetite

Education

Bachelor's degree

Tools

SQL

SAS

Python

R

Job description

PNC is seeking a Quantitative Analytics and Model Consultant in the Model Risk Management organization. Based in Pittsburgh, NY, or Tysons Corner, VA, you will validate fraud/AML and ML models, performing rigorous independent reviews and communicating results to diverse stakeholders.

You will develop and validate quantitative models, assess data quality, and report findings for regulatory compliance. Strong English skills and experience with SQL/SAS/Python/R are required.