Loss Forecasting Quant Analytics Consultant

PNC; Tysons (VA); On-site; USD 122,000 - 203,000; Full time

Benefits offered by this job

Health insurance

Dental & Vision

401(k) match

Paid time off

Job summary

PNC is seeking a Quantitative Analytics and Model Consultant in Tysons Corner, VA or Pittsburgh, PA to join the Model Risk Management team. You will perform rigorous independent reviews of loss forecasting, stress testing, scoring and other models, and will author reports and owner of review documentation.

The role requires hands-on experience with model testing using Python, R, SQL, SAS, and similar tools, along with strong communication skills to explain complex concepts to diverse

Qualifications

• Experience developing or validating quantitative models in finance or related fields.
• Strong written and verbal English communication skills.
• Experience with model testing and estimation tools (Python, R, SQL, SAS).

Responsibilities

• Perform complex quantitative analyses and models development to support decision-making.
• Develop and validate model frameworks; monitor and communicate with model owners.
• Assess data quality, design and implement models; review reports and analyses.
• Evaluate model risks and document findings for validation and regulatory purposes.
• Prepare detailed validation documents and memos using standard templates.

Skills

Quantitative analysis

Model validation

Communication

Education

Bachelors

Tools

Python

R

SQL

SAS

Job description

PNC is seeking a Quantitative Analytics and Model Consultant in Tysons Corner, VA or Pittsburgh, PA to join the Model Risk Management team. You will perform rigorous independent reviews of loss forecasting, stress testing, scoring and other models, and will author reports and owner of review documentation.

The role requires hands-on experience with model testing using Python, R, SQL, SAS, and similar tools, along with strong communication skills to explain complex concepts to diverse