Loss Forecasting Quant Analytics & Model Validator

PNC Financial Services Group, Inc.; Virginia (MN); On-site; USD 91,000 - 203,000; Full time

Job summary

PNC Financial Services Group, Inc. is seeking a Quantitative Analytics and Model Consultant within its Model Risk Management organization. Based in Pittsburgh, PA or Tysons Corner, VA, you will perform independent reviews of loss forecasting, stress testing, and scoring models, and become a lead author on model reviews.

You will write reports, work with large data sets, and validate model risks while collaborating with model owners and developers in a fast-paced, in-office environment.

Qualifications

• University/college degree required with 5+ years of industry experience.
• Certifications are often required; a combination of education, certification(s) and experience may be considered.
• Strong analytical thinking and communication skills are essential.

Responsibilities

• Perform complex quantitative analyses and model development to support decision-making.
• Refine, monitor and validate existing models and conduct ongoing communications with model owners.
• Prepare detailed documents for validation and regulatory compliance, using standard templates.

Skills

Analytical Thinking

Credit Risks

Data Analytics

Financial Analysis

Model Development

Operational Risks

Quantitative Models

Regulatory Environment

Effective Communications

Education

Bachelors

Job description

PNC Financial Services Group, Inc. is seeking a Quantitative Analytics and Model Consultant within its Model Risk Management organization. Based in Pittsburgh, PA or Tysons Corner, VA, you will perform independent reviews of loss forecasting, stress testing, and scoring models, and become a lead author on model reviews.

You will write reports, work with large data sets, and validate model risks while collaborating with model owners and developers in a fast-paced, in-office environment.