Fraud Modeling & Portfolio Analytics Lead

PNC; Lakewood (CO); On-site; USD 91,000 - 169,000; Full time

Benefits offered by this job

Medical/prescription drug coverage

401(k) with PNC match

Pension and stock purchase plans

Educational assistance

Wellness program

Job summary

PNC seeks a Portfolio Analytics & Strategy Specialist (Fraud Model Analyst) to oversee quantitative model development, testing and validation for fraud detection. You will liaise with model users, risk partners, and auditors, driving robust model controls and reporting.

Candidate should have strong statistical modeling skills, Python/R, SQL proficiency, and experience with large datasets. Office-based with multiple U.S. locations including Denver CO.

Qualifications

• Familiar with Python, R, SQL; SAS a plus.
• Experience in statistical modeling and data analytics.
• Knowledge of graph databases and data visualization.

Responsibilities

• Oversees development, testing, and validation of quantitative models for fraud detection.
• Communicates with model users and downstream owners for anti-money laundering uses.
• Assesses model risks, deficiencies, and improvements for model controls.
• Leads evaluation of model performance and risk implications.
• Coordinates with oversight and audit partners; documents findings.
• Provides leadership to model developers and best practices.
• Manages work-sets across remote/offshore teams.
• Synthesizes results for non-technical audiences and senior management.
• Applies knowledge of probability, linear algebra, and statistics.

Skills

Python

R Language

SQL

SAS

Statistical Modeling

Data Science

Data Visualization

Graph Database

Data Correlation

Education

Bachelor's degree

Tools

Trillium

Tableau

Hadoop

Job description

PNC seeks a Portfolio Analytics & Strategy Specialist (Fraud Model Analyst) to oversee quantitative model development, testing and validation for fraud detection. You will liaise with model users, risk partners, and auditors, driving robust model controls and reporting.

Candidate should have strong statistical modeling skills, Python/R, SQL proficiency, and experience with large datasets. Office-based with multiple U.S. locations including Denver CO.