Sr. Quantitative Analytics & Model Development Manager

PNC Financial Services Group, Inc.; Pittsburgh (Allegheny County); On-site; USD 80,000 - 217,100; Full time

Benefits offered by this job

Medical and prescription drug coverage

Dental and vision options

401(k) and pension plans

Paid holidays and vacation

Educational assistance

Job summary

PNC Financial Services Group, Inc. is seeking an experienced analyst/data scientist in Pittsburgh to develop advanced predictive models that inform strategic business decisions. Applicants should possess strong analytical skills, experience with a modern machine learning stack, and the ability to communicate findings effectively.

Preferred candidates will have a master's degree and over five years of proven experience in analytic roles, with expertise in Python and big data tools. The position comes with a competitive salary range and comprehensive benefits.

Qualifications

• 5+ years of overall experience in analytic roles developing predictive models.
• Experience as an analyst or data scientist with cross-functional teams.
• Strong proficiency in Python, SQL, and big data platforms.

Responsibilities

• Develop advanced risk predictive models to inform high-stakes decisions.
• Oversee model development and validation for business decisions.
• Ensure compliance and create documentation for regulatory requirements.

Skills

Analytic problem solving

Sound judgment

Strong communication skills

Project management

Statistical understanding

Programming (Python, R, SAS)

SQL proficiency

Big data integration

Education

Master’s degree in mathematics, Statistics, Computer Science, Engineering, or an equivalent technical field

Bachelor’s degree required

Tools

Hadoop

Spark

Hive

Python libraries (scikit-learn)

Microsoft Office Suite

Job description

You will utilize both Python and a modern machine learning stack that includes on premise GPU computing, open source Jupyter development environments, a Hadoop cluster, containerized API model deployment and data visualization business intelligence tools. You will use these tools to develop advanced risk predictive models that will be used to make decisions worth billions of dollars every month and therefore they need to be not only precise and accurate, but highly stable, explainable, compliant, secure, and useful.

Our preferred candidate will have:

• Master’s degree in mathematics, Statistics, Computer Science, Engineering, or an equivalent technical field. (Bachelor’s degrees considered on a case by case basis)
• A demonstrated history of analytic problem solving and sound judgment.
• Experience as an analyst or data scientist with a track record of accomplishments working on cross‑functional teams.
• Strong English-language verbal and written communications skills: the ability to distill abstract business requirements into analysis, concisely convey technical outcomes, tell a story visually with data, prepare and edit high-quality documentation and be accepted as a trusted advisor by peers.
• Proven expertise in project management, demonstrated by a consistent track record of identifying potential risks and proactively crafting mitigation strategies to ensure the successful and timely completion of projects.
• Strong fundamental understanding of statistics.
• 5+ years of overall experience in analytic roles developing and using predictive, risk and/or forecasting models.
• Highly proficient in 1 or more analytical programming languages (Python, R, SAS, etc.), SQL (Teradata, Oracle, DB2, SQL Server) and multiple environments (Unix & Windows).
• 1 or more years of experience with big data platforms / integration (Hadoop, Spark, Hive, Avro).
• Knowledge about credit risk models / scorecards.

Additional preferred skills:

• Experience developing credit risk models / scorecards.
• Domain expertise with any retail & small business banking products and/or risk management practices.
• Experience training and deploying machine learning models using common Python open‑source frameworks (i.e., scikit‑learn) and/or Python DevOps.
• Proficiency in Microsoft Office Suite (Excel, Word, PowerPoint, SharePoint, Teams and PowerBI).
• Experience working with FICO / TSYS.

Oversees the development, testing, and/or validation of quantitative models used for important business decisions and policies. Conducts robust and comprehensive model review testing and analysis in accordance with all applicable review procedures and lifecycle standards.

• Oversees development of new model frameworks by supporting the line of business. Refines, monitors and validates existing models. Conducts on‑going communication with model owners and model developers during the course of the review. Works with large data to create models.
• Directs complex qualitative and quantitative assessments of all aspects of models including theoretical aspects, model design and implementation as well as data quality and integrity. Confirms the reviews of complex reports and associated quantitative analysis. Validates existing models and assesses model risks.
• Leads in evaluating identified model risks and reaches conclusions on strengths and limitations of the model.
• Leads in the preparation and analysis of detailed documents for validation and regulatory compliance, using applicable templates.

Education: Bachelor’s degree required. Master’s or higher preferred.

Base Salary: $80,000 - $217,100

Salaries may vary within the range based on geographic location, market data and on individual skills, experience, and education.

Incentive: Role is incentive eligible with the payment based upon company, business and/or individual performance.

Benefits

PNC offers employees a comprehensive range of benefits to help meet your needs now and in the future. Depending on your eligibility, options for full‑time employees include medical/prescription drug coverage (with a Health Savings Account feature); dental and vision options; employee and spouse/child life insurance; short‑ and long‑term disability protection; maternity and parental leave; paid holidays, vacation days and occasional absence time; 401(k), pension and stock purchase plans; dependent care reimbursement account; back‑up child/elder care; adoption assistance; educational assistance and a robust wellness program with financial incentives. To learn more about these and other programs, including benefits for part‑time employees, visit pncbenefits.com.

Equal Employment Opportunity (EEO):

PNC provides equal employment opportunity to qualified persons regardless of race, color, sex, religion, national origin, age, sexual orientation, gender identity, disability, veteran status, or other categories protected by law.