Senior Market Risk Analyst — VaR, Liquidity & Capital

PNC; Pittsburgh (Allegheny County); Sur place; USD 120 000 - 160 000; Plein temps

Résumé du poste

PNC Financial Services Group, Inc. in Pittsburgh, PA is seeking a Bank Investment Risk Specialist Senior to perform advanced quantitative analyses within Market Risk Management.

You will operate financial models, validate data sources, and support regulatory reporting while leading analytical projects and collaborating with developers on new risk models. The role emphasizes understanding risk parameter movements, conducting backtesting, and developing robust reporting infrastructure for

Qualifications

• Operate financial models related to market risk and regulatory reporting.
• Maintain risk management models including data source validation.
• Analyze VaR, PFE, economic capital, liquidity stress tests and P/L attribution.
• Assess movements in risk parameters and their impact on risk.
• Lead analytical projects from design to implementation.
• Partner with model developers to design and test new market risk models.
• Develop reporting infrastructure for financial products.

Responsabilités

• Develop reporting infrastructure, including databases, for financial products.

Description du poste

PNC Financial Services Group, Inc. in Pittsburgh, PA is seeking a Bank Investment Risk Specialist Senior to perform advanced quantitative analyses within Market Risk Management.

You will operate financial models, validate data sources, and support regulatory reporting while leading analytical projects and collaborating with developers on new risk models. The role emphasizes understanding risk parameter movements, conducting backtesting, and developing robust reporting infrastructure for