Senior Quantitative Analytics & Risk Models

PNC Financial Services Group, Inc.; Pittsburgh (Allegheny County); On-site; USD 123,000 - 296,000; Full time

Benefits offered by this job

Health benefits

401(k) with company match

Paid time off

Job summary

PNC Financial Services Group, Inc. is seeking a Quantitative Analytics and Model Expert to lead second-line oversight of IRRBB. Based across multiple U.S. locations, the role emphasizes strong quantitative skills and cross-functional collaboration.

Responsibilities include developing analytics in Python/SQL, monitoring exposures, and supporting CCAR/regulatory processes. A deep understanding of NII/EVE and related frameworks is required.

Qualifications

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

Responsibilities

• Support the Head of IRRBB in executing risk oversight strategy.
• Develop analytics and automation using Python and SQL.
• Monitor IRRBB exposures and validate adherence to limits.
• Quantify and analyze risks including deposit modeling, rate models, OAS, and mortgage portfolios.
• Partner with Front Office, Finance, IT, Legal, Compliance, and other stakeholders.
• Contribute to CCAR processes, regulatory reviews, and governance forums.

Skills

Analytical thinking

Communication

Collaboration

Python

SQL

Quantitative analysis

Education

Bachelor’s or Master’s degree in Finance/Economics/Quantitative fields

Tools

QRM

Aladdin

PolyPaths

Murex

Job description

PNC Financial Services Group, Inc. is seeking a Quantitative Analytics and Model Expert to lead second-line oversight of IRRBB. Based across multiple U.S. locations, the role emphasizes strong quantitative skills and cross-functional collaboration.

Responsibilities include developing analytics in Python/SQL, monitoring exposures, and supporting CCAR/regulatory processes. A deep understanding of NII/EVE and related frameworks is required.