Quantitative Analytics and Model Consultant Senior - Asset Liability Management
PNC, Charlotte, NC, United States
Quantitative Analytics And Model Consultant Senior
At PNC, our people are our greatest differentiator and competitive advantage in the markets we serve. We are all united in delivering the best experience for our customers. We work together each day to foster an inclusive workplace culture where all of our employees feel respected, valued and have an opportunity to contribute to the company's success. As a Quantitative Analytics And Model Consultant Senior within PNC's Market Risk Oversight organization, you will be based in Pittsburgh, PA, New York City, Cleveland, OH, Washington, DC or Charlotte, NC. This role provides second-line oversight of Interest Rate Risk in the Banking Book, focusing on NII and EVE frameworks. The position requires strong quantitative skills, technical proficiency, and the ability to collaborate across multiple functions. Responsibilities 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. Qualifications Successful candidates must demonstrate appropriate knowledge, skills, and abilities for a role. Listed below are skills, competencies, work experience, education, and required certifications/licensures needed to be successful in this position. Base Salary: $80,000.00 $209,300.00 Salaries may vary based on geographic location, market data and on individual skills, experience, and education. This role is incentive eligible with the payment based upon company, business and/or individual performance.
At PNC, our people are our greatest differentiator and competitive advantage in the markets we serve. We are all united in delivering the best experience for our customers. We work together each day to foster an inclusive workplace culture where all of our employees feel respected, valued and have an opportunity to contribute to the company's success. As a Quantitative Analytics And Model Consultant Senior within PNC's Market Risk Oversight organization, you will be based in Pittsburgh, PA, New York City, Cleveland, OH, Washington, DC or Charlotte, NC. This role provides second-line oversight of Interest Rate Risk in the Banking Book, focusing on NII and EVE frameworks. The position requires strong quantitative skills, technical proficiency, and the ability to collaborate across multiple functions. Responsibilities 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. Qualifications Successful candidates must demonstrate appropriate knowledge, skills, and abilities for a role. Listed below are skills, competencies, work experience, education, and required certifications/licensures needed to be successful in this position. Base Salary: $80,000.00 $209,300.00 Salaries may vary based on geographic location, market data and on individual skills, experience, and education. This role is incentive eligible with the payment based upon company, business and/or individual performance.