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.

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.

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
401(k) with PNC match
pension and stock purchase plans
dependent care reimbursement account
back-up child/elder care
adoption, surrogacy, and doula reimbursement
educational assistance, including select programs fully paid
a robust wellness program with financial incentives
maternity and/or parental leave
up to 11 paid holidays each year
9 occasional absence days each year, unless otherwise required by law
between 15 to 25 vacation days each year, depending on career level; and years of service

Quantitative Analytics and Model Consultant – Asset Liability Management

Key skills