GenAI Governance & Quantitative Analytics Expert

PNC Financial Services Group; New York (NY); On-site; USD 133,000 - 296,000; Full time

Benefits offered by this job

Health insurance

401(k) match

Paid time off

Education assistance

Disability protection

Dental and vision

Job summary

PNC Financial Services Group is seeking a Quantitative Analytics and Model Expert for their Model Risk Management group. The role focuses on GenAI governance, ensuring alignment with regulatory requirements, organizational policies, and risk standards.

You will base in multiple US cities including New York City, Pittsburgh, and Tysons Corner, contributing to model development, validation, and risk assessment while engaging with business units and leadership.

Qualifications

• Roles at this level typically require a university / college degree.
• Higher level education such as a Masters degree, or PhD is desirable.

Responsibilities

• Provides strategic and analytical insights around quantitative analyses, processes, and validations. Reviews complex quantitative analyses and models and engages with the Line of Business to enhance model development by incorporating business feedback.
• Oversees the development of new model frameworks by supporting the line of business and provides consultative feedback around improvements. Reviews any recommended changes to existing models. Conducts executive level communication during the course of the review.
• Performs the most complex qualitative and quantitative assessments on all aspects of models including theoretical aspects, model design and implementation as well as data quality and integrity. Reviews reports and associated quantitative analysis and provides analytical insight into potential areas of improvement. Reviews validation of existing models and assesses model risks.
• Reviews the evaluations of identified model risks and provides high level consultation around recommended conclusions on strengths and limitations of the model.
• Provides consultative feedback around the preparation and analysis of regulatory compliance documents.

Skills

Bank Quantitative Analysis

Consulting

Data Gathering and Reporting

Effective Communications

Predictive Analytics

Quantitative Techniques

Regulatory Environment - Financial

Testing

Education

Bachelor's

Job description

PNC Financial Services Group is seeking a Quantitative Analytics and Model Expert for their Model Risk Management group. The role focuses on GenAI governance, ensuring alignment with regulatory requirements, organizational policies, and risk standards.

You will base in multiple US cities including New York City, Pittsburgh, and Tysons Corner, contributing to model development, validation, and risk assessment while engaging with business units and leadership.