Quantitative Analytics & Model Risk Consultant

VetJobs; Pittsburgh (Allegheny County); On-site; USD 91,000 - 203,000; Full time

Benefits offered by this job

Comprehensive benefits

401(k) match

Stock purchase plans

Job summary

PNC is seeking a Quantitative Analytics and Model Consultant within Model Risk Management. Based in Pittsburgh, PA, Columbus, OH or Tysons Corner, VA, you will validate and develop models including loss forecasting and stress testing, and write detailed validation reports for regulatory compliance.

The role requires strong data skills with Python/R/SQL/SAS, experience in credit scoring a plus, and communication with diverse stakeholders.

Qualifications

• Experience developing models or validating applied models within the financial services industry, government, or academic setting is preferred.
• Strong English communication skills, both written and verbal, with the ability to convey complex technical concepts to diverse stakeholders.
• Hands-on experience with model testing and estimation tools in Python, R, SQL, SAS, etc.

Responsibilities

• Performs complex quantitative analyses and models development to support decision-making by running quantitative strategies.
• Develops new model frameworks by supporting the line of business.
• Refines, monitors, and validates existing models.

Skills

Python

R

SQL

SAS

Model testing

Credit scoring

Education

Bachelor's degree

Tools

Python

R

SQL

SAS

Job description

PNC is seeking a Quantitative Analytics and Model Consultant within Model Risk Management. Based in Pittsburgh, PA, Columbus, OH or Tysons Corner, VA, you will validate and develop models including loss forecasting and stress testing, and write detailed validation reports for regulatory compliance.

The role requires strong data skills with Python/R/SQL/SAS, experience in credit scoring a plus, and communication with diverse stakeholders.