Senior Quant Analytics & Model Consultant — Market Risk

Fairygodboss; Cleveland (OH); On-site; USD 112,000 - 250,000; Full time

Job summary

PNC is seeking a Quantitative Analytics & Model Consultant Senior to develop and enhance market risk analytics across VaR, PFE, and IRRBB. Engage with stakeholders to ensure robust governance, validation, and regulatory compliance, reporting to the Head of Market Risk Analytics.

The role includes collaboration with Model Risk Management, Treasury, and ALM, and requires hands-on work with Python, Murex, and Bloomberg. In-office locations include Pittsburgh, Cleveland, and other major cities.

Qualifications

• Experience in market risk analytics and quantitative modeling.
• Knowledge of VaR, FRTB, and PFE frameworks.
• Strong programming skills with Python for models.

Responsibilities

• Independently perform the most complex quantitative analyses and models development to support decision-making by running quantitative strategies.
• Develop new model frameworks and validate existing models; work with model owners and developers with large data.
• Evaluate model risks and document validations for regulatory compliance.

Skills

Analytical Thinking

Credit Risks

Data Analytics

Financial Analysis

Model Development

Operational Risks

Quantitative Models

Risk Appetite

Education

Bachelor's

Tools

Murex

Bloomberg

Job description

PNC is seeking a Quantitative Analytics & Model Consultant Senior to develop and enhance market risk analytics across VaR, PFE, and IRRBB. Engage with stakeholders to ensure robust governance, validation, and regulatory compliance, reporting to the Head of Market Risk Analytics.

The role includes collaboration with Model Risk Management, Treasury, and ALM, and requires hands-on work with Python, Murex, and Bloomberg. In-office locations include Pittsburgh, Cleveland, and other major cities.