Quantitative Analytics & RL Modeler

PNC Financial Services Group, Inc.; Pittsburgh (Allegheny County); On-site; USD 75,000 - 150,000; Full time

Benefits offered by this job

Health insurance

Dental and vision

Life insurance

Disability protection

401(k) with company match

Stock purchase plan

Dependent care reimbursement

Wellness program

Job summary

PNC Financial Services Group, Inc. is seeking a quantitative modeling professional to design and evaluate models for retail lending analytics.

The role involves applying reinforcement learning and optimization techniques to decision-based problems, and analyzing model interaction with systems to ensure robust deployment. The candidate will document methodologies, collaborate with engineering teams, and support ongoing validation and monitoring of model performance.

Qualifications

• 1–2 years of experience in quantitative modeling or related analytical work, or a Bachelor’s degree in a related field.
• Experience or exposure to reinforcement learning and/or optimization modeling techniques.
• Strong quantitative, mathematical and statistical background.
• Understanding of human input models or unique/custom modeling approaches.
• Knowledge of how models interact with computer systems and software environments.

Responsibilities

• Design, develop, and evaluate quantitative models used in retail lending analytics and optimization.
• Apply reinforcement learning frameworks and optimization modeling techniques to decision-based problems.
• Analyze how models interact with computer systems, including inputs, outputs, and feedback loops.
• Collaborate with technical teams to support model integration into production systems.
• Support ongoing model enhancements, validation, and performance monitoring.
• Document model assumptions, methodologies, results, and limitations.
• Test model behavior under different inputs and system configurations.

Skills

Quantitative modeling

Reinforcement learning

Optimization modeling

Mathematics background

Analytical thinking

Education

Bachelor's degree in Mathematics/Statistics/Data Science/CS

Job description

PNC Financial Services Group, Inc. is seeking a quantitative modeling professional to design and evaluate models for retail lending analytics.

The role involves applying reinforcement learning and optimization techniques to decision-based problems, and analyzing model interaction with systems to ensure robust deployment. The candidate will document methodologies, collaborate with engineering teams, and support ongoing validation and monitoring of model performance.