Senior Quant Analytics & Loss Forecasting Consultant

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

Job summary

PNC seeks a Quantitative Analytics and Model Consultant in Pittsburgh, PA or Tysons Corner, VA to perform independent model reviews and author critical reports. You will validate loss forecasting, stress testing, and scoring models, working with large data sets and communicating complex concepts to stakeholders.

Candidates should have 5+ years in model development or validation within financial services or related fields, with hands-on Python/R/SQL/SAS experience and strong English

Qualifications

• Experience developing models or validating applied models in financial services or related settings.
• Strong written and verbal English communication for diverse stakeholders.
• Hands-on experience with model testing and estimation tools (Python, R, SQL, SAS, etc.).

Responsibilities

• Performs complex quantitative analyses and model development to support decision-making.
• Develops new model frameworks and refines, monitors, and validates existing models.
• Communicates with model owners and developers during the review process and works with large data.
• Performs qualitative and quantitative assessments on model design and data quality.
• Prepares detailed documents for validation and regulatory compliance.

Skills

Analytical Thinking

Credit Risks

Data Analytics

Financial Analysis

Model Development

Operational Risks

Quantitative Models

Risk Appetite

Education

Bachelors

Tools

Python

R

SQL

SAS

Job description

PNC seeks a Quantitative Analytics and Model Consultant in Pittsburgh, PA or Tysons Corner, VA to perform independent model reviews and author critical reports. You will validate loss forecasting, stress testing, and scoring models, working with large data sets and communicating complex concepts to stakeholders.

Candidates should have 5+ years in model development or validation within financial services or related fields, with hands-on Python/R/SQL/SAS experience and strong English