Senior Quant Analytics & ALM Risk Expert

PNC; Pittsburgh (Allegheny County); On-site; USD 123,000 - 296,000; Full time

Job summary

PNC is seeking a Quantitative Analytics and Model Expert to join its Market Risk Oversight team. The role supports second-line risk oversight of IRRBB across multiple U.S. locations including Pittsburgh and New York, focusing on NII and EVE frameworks.

The position requires advanced quantitative skills, Python and SQL proficiency, and the ability to collaborate with Front Office, Finance, IT, Legal, and Compliance. Visa sponsorship is not offered.

Qualifications

• 5+ years of experience in IRRBB, Market Risk, ALM, or Treasury.
• Strong knowledge of NII and EVE frameworks.
• Proficiency in Python and SQL; familiarity with QRM, Aladdin, PolyPaths, and Murex.
• Bachelor’s or Master’s degree in Finance, Economics, or quantitative fields.
• Strong communication and collaboration skills; growth mindset.

Responsibilities

• Provides strategic and analytical insights around quantitative analyses, processes, and validations.
• Oversees the development of new model frameworks by supporting the line of business and provides consultative feedback.
• Performs complex qualitative and quantitative assessments on all aspects of models including theoretical aspects and data quality.
• Reviews evaluations of identified model risks and provides high level consultation on strengths and limitations of the model.
• Provides consultative feedback around the preparation and analysis of regulatory compliance documents.

Skills

Python & SQL

IRRBB / Market Risk

NII & EVE knowledge

Communication & collaboration

Quantitative analysis

Education

Bachelor’s or Master’s degree in Finance, Economics, or quantitative fields

Tools

QRM

Aladdin

PolyPaths

Murex

Job description

PNC is seeking a Quantitative Analytics and Model Expert to join its Market Risk Oversight team. The role supports second-line risk oversight of IRRBB across multiple U.S. locations including Pittsburgh and New York, focusing on NII and EVE frameworks.

The position requires advanced quantitative skills, Python and SQL proficiency, and the ability to collaborate with Front Office, Finance, IT, Legal, and Compliance. Visa sponsorship is not offered.