Key skills
PythonSQLRCommunication
About this role
Role Overview
- Perform qualitative and quantitative assessments of all aspects of models including data quality and integrity, theoretical assumptions and methodologies, and performance testing
- assess conceptual soundness and performance of models based on detailed model documentation and testing results
- perform independent testing of model assumptions
- use quantitative tools and techniques to measure and analyze model risks
- evaluate identified model risks and reach conclusions on strengths and limitations of the model
- conduct on-going communication with model stakeholders such as developers, owners and reviewers
- prepare detailed validation reports on quantitative models/tools for internal/external communications and/or regulatory compliance
Requirements
- Master's degree or higher in a quantitative field such as Statistics, Finance, Economics, Operations Research, or Mathematics.
- Experience developing models or validating models within the financial services industry or academic setting is required.
- Strong English communication skills, both written and verbal, with the ability to convey complex technical concepts to diverse stakeholders.
- Hands-on experience with SQL, SAS, Python, or R.
Tech Stack
- Python
- SQL
Benefits
- 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