Senior Quantitative Analytics & Model Development Analyst

Role Overview

• Independently performs advanced quantitative analyses and model development to drive decision-making by running quantitative strategies
• Makes recommendations based on analyses
• Analyzes and develops new model frameworks by supporting the line of business
• Refines, monitors, and reviews existing models
• Conducts on-going communication with model owners and model developers during the course of the review
• Works with larger, more complex datasets to create models
• Performs quantitative analysis and develops complex reports
• Performs qualitative and quantitative assessments of all aspects of models including theoretical aspects, model design and implementation as well as data quality and integrity
• Analyzes complex data and associated quantitative analysis
• Makes recommendations based on findings from data analytics
• Uses quantitative tools and techniques to measure and analyze model risks and reaches conclusions on strengths and limitations of the model
• Prepares and analyzes detailed documents for validation and regulatory compliance, using applicable templates

Requirements

• 3+ years of relevant / direct industry experience
• Analytical Thinking
• Credit Risks
• Data Analytics
• Financial Analysis
• Model Development
• Operational Risks
• Quantitative Models
• Risk Appetite
• Bachelor’s degree
• Certifications are often desired. In lieu of a degree, a comparable combination of education, job specific certification(s), and experience (including military service) may be considered.

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
• 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