Senior Quant Analytics & Risk Model Consultant

PNC Financial Services Group, Inc.; Charlotte (NC); On-site; USD 112,000 - 250,000; Full time

Job summary

PNC seeks a Senior Quantitative Analytics & Model Consultant to join the Market Risk Management team. Based in a multi-location setting, you will develop and enhance VaR, PFE, and related risk models to support regulatory submissions and risk oversight.

You will collaborate with Model Risk Management, Treasury, ALM, and Finance to ensure robust methodologies, data integrity, and transparent governance, reporting to the Head of Market Risk Analytics.

Qualifications

• 6+ years of experience in market risk analytics or related modeling.
• Strong understanding of VaR, FRTB, and PFE frameworks.
• CCAR and CECL experience is a plus.
• Proficient in Python for model implementation and data analysis.
• Experience with Murex and Bloomberg is preferred.

Responsibilities

• Develop and maintain VaR, PFE, stress, and exposure models for risk limits and regulatory submissions.
• Independently perform complex quantitative analyses and model development to support decision-making.
• Support FRTB analytics, including methodology development and model impact assessments.
• Provide quantitative support for new products and portfolio changes.
• Partner with Model Risk Management to support validation and audits.

Skills

Python

VaR

FRTB

PFE

Murex

Bloomberg

Education

Bachelor's degree

Tools

Murex

Bloomberg Terminal

Job description

PNC seeks a Senior Quantitative Analytics & Model Consultant to join the Market Risk Management team. Based in a multi-location setting, you will develop and enhance VaR, PFE, and related risk models to support regulatory submissions and risk oversight.

You will collaborate with Model Risk Management, Treasury, ALM, and Finance to ensure robust methodologies, data integrity, and transparent governance, reporting to the Head of Market Risk Analytics.