Senior Quant Analytics & Modeling Consultant

Fairygodboss; Chicago (IL); On-site; USD 112,000 - 250,000; Full time

Job summary

PNC seeks a Senior Quantitative Analytics & Model Consultant to develop and enhance risk models across VaR, PFE, and IRRBB. You will collaborate with Market Risk Management, Treasury, ALM, and Finance to ensure sound measurement and governance.

The role focuses on risk analytics for trading and balance sheet activities, with direct reporting to the Head of Market Risk Analytics. Strong Python and model development skills are required.

Qualifications

• Bachelor's degree required.
• 8+ years of industry experience in market risk analytics or related fields.
• Strong programming skills in Python for model implementation, data analysis, and automation.

Responsibilities

• Developing and maintaining VaR, PFE, stress, and exposure models used for risk limits, reporting, and regulatory submissions.
• Independently performs complex quantitative analyses and model development to support decision-making by running quantitative strategies.
• Supporting FRTB related analytics, including methodology development, benchmarking, and model impact assessments.
• Providing quantitative support for new products, portfolio changes, and strategic initiatives within Capital Markets and the balance sheet.
• Partnering with Model Risk Management to support model validation, audits, and regulatory reviews.

Skills

Analytical Thinking

Credit Risks

Data Analytics

Financial Analysis

Model Development

Operational Risks

Quantitative Models

Risk Appetite

Python

Education

Bachelors

Tools

Murex

Bloomberg

Job description

PNC seeks a Senior Quantitative Analytics & Model Consultant to develop and enhance risk models across VaR, PFE, and IRRBB. You will collaborate with Market Risk Management, Treasury, ALM, and Finance to ensure sound measurement and governance.

The role focuses on risk analytics for trading and balance sheet activities, with direct reporting to the Head of Market Risk Analytics. Strong Python and model development skills are required.