Key skills
PythonSQLAIGenerative AIAnalyticsRisk ManagementSales
About this role
Role Overview
- Securitization Analytics — Evaluate new-issue ABS, CLO, RMBS, and CMBS transactions for potential portfolio acquisition, including structural analysis, collateral review, cash flow modeling, and relative value assessment.
- Analyze and recommend potential purchases and sales of securitized products to enhance portfolio performance.
- ABS Portfolio Analytics — Develop and maintain credit and relative value views across the structured products portfolio.
- Conduct fundamental sector, market, and security-level analysis and synthesize findings into well-researched investment recommendations and sector theses.
- Regulatory & Risk Support — Support regulatory reporting, capital and liquidity exercises, loss reserving (CECL), stress testing, and model validation efforts for the structured products portfolio.
Requirements
- 3+ years of relevant / direct industry experience
- strong foundation in fixed income securities
- familiarity with Asset-Backed Securitizations (ABS) and related structures
- working knowledge of structured products (ABS, RMBS, CMBS, CLO)
- cash flow modeling expertise
- proficiency in Python and SQL preferred
- experience leveraging generative AI tools for research synthesis and workflow automation is highly desirable
- familiarity with bank balance sheets and interest rate risk management
- strong research and writing capabilities
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
- 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