Senior Quantitative Analytics & Risk Models Consultant

PNC Financial Services Group, Inc.; Washington (District of Columbia); On-site; USD 112,000 - 250,000; Full time

Benefits offered by this job

Medical/dental/vision coverage

401(k) with company match

Pension and stock purchase plans

Paid time off and holidays

Educational assistance

Job summary

PNC Financial Services Group, Inc. in Washington, DC, NYC, Pittsburgh, and other approved locations seeks a Senior Quantitative Analytics & Model Consultant to develop VaR, PFE, stress, and IRRBB analytics within Market Risk Management.

You will collaborate with risk, treasury, ALM, and finance teams to ensure robust risk measurement and regulatory compliance. The role reports to the Head of Market Risk Analytics and emphasizes hands-on model development, validation support, governance, and

Qualifications

• 6+ years of industry experience in market risk analytics, quantitative modeling, or front office/trading analytics.
• Strong understanding of market risk and counterparty risk frameworks, including VaR, FRTB, and PFE; CCAR and CECL experience is a plus.
• 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

Market risk analytics

Quantitative modeling

Statistical analysis

Front office analytics

Education

Bachelor's

Tools

Python

Murex

Bloomberg

Job description

PNC Financial Services Group, Inc. in Washington, DC, NYC, Pittsburgh, and other approved locations seeks a Senior Quantitative Analytics & Model Consultant to develop VaR, PFE, stress, and IRRBB analytics within Market Risk Management.

You will collaborate with risk, treasury, ALM, and finance teams to ensure robust risk measurement and regulatory compliance. The role reports to the Head of Market Risk Analytics and emphasizes hands-on model development, validation support, governance, and