Senior Quantitative Risk Analytics & Model Consultant

Fairygodboss; Buffalo (NY); On-site; USD 150,000 - 250,000; Full time

Job summary

PNC is seeking a Quantitative Analytics & Model Consultant Senior to join the Market Risk Management organization. The role involves developing and maintaining VaR, PFE, and stress models across trading and balance sheet activities, reporting to the Head of Market Risk Analytics.

The ideal candidate has 8+ years in market risk analytics, strong Python skills, and experience with VaR, FRTB, and PFE. Location includes multiple approved PNC sites including Buffalo, NY; Pittsburgh, PA; and others.

Qualifications

• 8+ years in market risk analytics, quantitative modeling or front office analytics.
• Strong understanding of VaR, FRTB, PFE; CCAR/CECL experience a plus.
• Proficiency in Python for model implementation and data analysis.
• Experience with large data, model governance, and regulatory reviews.

Responsibilities

• Develop and maintain VaR, PFE, stress and exposure models for risk limits and regulatory submissions.
• Perform complex quantitative analyses and model development to support decision‑making.
• Support FRTB analytics, benchmarking and model impact assessments.
• Provide quantitative support for new products and portfolio changes within Capital Markets and the balance sheet.
• Collaborate with Model Risk Management for validation, audits and regulatory reviews.

Skills

Analytical Thinking

Credit Risks

Data Analytics

Financial Analysis

Model Development

Operational Risks

Quantitative Models

Risk Appetite

Murex

Bloomberg

Education

Bachelor's

Tools

Murex

Bloomberg

Job description

PNC is seeking a Quantitative Analytics & Model Consultant Senior to join the Market Risk Management organization. The role involves developing and maintaining VaR, PFE, and stress models across trading and balance sheet activities, reporting to the Head of Market Risk Analytics.

The ideal candidate has 8+ years in market risk analytics, strong Python skills, and experience with VaR, FRTB, and PFE. Location includes multiple approved PNC sites including Buffalo, NY; Pittsburgh, PA; and others.