Senior Quantitative Risk Analytics & Model Consultant

Fairygodboss; New York (NY); On-site; USD 112,000 - 250,000; Full time

Job summary

PNC is seeking a Quantitative Analytics & Model Consultant Senior to join the Market Risk Management organization. Based in multiple approved locations, you will develop and enhance core analytics for VaR, PFE, and IRRBB, ensuring regulatory compliance and sound risk oversight across trading and balance sheet activities.

You will collaborate with risk, treasury, ALM, and finance teams, perform complex model analyses, and support model validation and governance.

Qualifications

• 6+ years of market risk analytics or related quant experience.
• Strong Python programming for models and data analysis.
• Experience with risk frameworks like VaR, FRTB, PFE is a plus.
• Ability to work independently and manage priorities under deadlines.

Responsibilities

• Develop and maintain VaR, PFE, and stress/exposure models for risk reporting.
• Perform complex quantitative analyses to support decision making.
• Support FRTB analytics, benchmarking, and model impact assessments.
• Provide quantitative input for new products and portfolio changes.
• Collaborate with Model Risk Management for validation and regulatory reviews.

Skills

Python

Quantitative analytics

Model development

Independence

Education

Bachelor's degree

Tools

Murex

Bloomberg

Job description

PNC is seeking a Quantitative Analytics & Model Consultant Senior to join the Market Risk Management organization. Based in multiple approved locations, you will develop and enhance core analytics for VaR, PFE, and IRRBB, ensuring regulatory compliance and sound risk oversight across trading and balance sheet activities.

You will collaborate with risk, treasury, ALM, and finance teams, perform complex model analyses, and support model validation and governance.