Quantitative Analytics & Model Development Analyst Sr

Position Overview

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 & Model Development Analyst Sr within PNC's Finance organization, you will be based in Pittsburgh, PA, Washington D.C., or Northern Virginia.

PNC will not provide sponsorship for employment visas or participate in STEM OPT for this position.

The Credit Loss Projection Analytics and Reporting team within Corporate Treasury is seeking a Senior Analyst to analyze, interpret, and communicate credit loss projections. The role will work with statistical models and related data, assess projection results and drivers, produce clear reporting, and support the software used for analytics and reporting.

• 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.

• Analyze credit loss model inputs, assumptions, processes, and outputs.
• Summarize and explain analytical findings for technical, business, and senior-management audiences.
• Maintain and enhance software supporting analytics and reporting, including automation, testing, controls, and documentation.

• Bachelor's degree in an analytical discipline or equivalent relevant experience.
• Strong data analytics, problem-solving, and communication skills, with the ability to interpret complex results and translate them into clear insights.
• Proficiency in Python and SQL.
• Familiarity with statistical models and working with large datasets.

• Experience in banking, financial services, credit risk, credit loss forecasting, or regulatory reporting.

PNC Employees take pride in our reputation and to continue building upon that we expect our employees to be:

• Customer Focused - Knowledgeable of the values and practices that align customer needs and satisfaction as primary considerations in all business decisions and able to leverage that information in creating customized customer solutions.
• Managing Risk - Assessing and effectively managing all of the risks associated with their business objectives and activities to ensure they adhere to and support PNC's Enterprise Risk Management Framework.

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.

Analytical Thinking, Credit Risks, Data…