Perform rigorous independent reviews of PNC’s models including loss forecasting models, stress testing models, scoring models, and other models estimated in various ways including machine-learning models.
Write reports and memos and become a lead author and owner of various model reviews.
Conduct ongoing communication with model owners and model developers during the course of the review.
Work with large data to create models.
Perform advanced qualitative and quantitative assessments on all aspects of models including theoretical aspects, model design and implementation as well as data quality and integrity.
Validate existing models and assess model risks.
Evaluate identified model risks and reach conclusions on strengths and limitations of the model.
Prepare and analyze detailed documents for validation and regulatory compliance, using applicable templates.

Experience developing models or validating applied models within the financial services industry, government, or academic setting is preferred.
Strong English communication skills, both written and verbal, with the ability to convey complex technical concepts to diverse stakeholders.
Hands-on experience with model testing and estimation tools in Python, R, SQL, SAS, etc.
Experience with credit scoring and originations a plus.

Quantitative Analytics and Model Consultant – Credit Scoring, Originations

Key skills