Fraud Model Validation Specialist - Quant Analytics

PNC Financial Services Group, Inc.; Pittsburgh (Allegheny County); On-site; USD 91,000 - 203,000; Full time

Benefits offered by this job

Medical/dental/vision coverage

Life insurance

Disability protection

401(k) with company match

Educational assistance

Wellness program

Job summary

PNC Financial Services Group, Inc. is seeking a Quantitative Analytics and Model Consultant in Model Risk Management.

The role is based in Pittsburgh, PA, with optional locations in New York City or Tysons Corner, VA, and involves independent model reviews of fraud, AML, and machine-learning models. You will perform qualitative and quantitative model assessments, validate data quality and methodologies, and prepare detailed reports for regulatory and internal use.

Qualifications

• Master's degree or higher in Statistics, Finance, Economics, OR, or Mathematics.
• Experience developing or validating models in finance or academia.

Responsibilities

• Independent qualitative and quantitative model reviews including data quality and performance testing.
• Communicate validation results clearly to technical and non-technical audiences.
• Collaborate across Model Risk Management to improve validation processes.

Skills

Quantitative analysis

Model validation

SQL

SAS

Python

R

Communication skills

Education

Master's or higher in a quantitative field

Tools

SQL

SAS

Python

R

Job description

PNC Financial Services Group, Inc. is seeking a Quantitative Analytics and Model Consultant in Model Risk Management.

The role is based in Pittsburgh, PA, with optional locations in New York City or Tysons Corner, VA, and involves independent model reviews of fraud, AML, and machine-learning models. You will perform qualitative and quantitative model assessments, validate data quality and methodologies, and prepare detailed reports for regulatory and internal use.