Quantitative Analytics & Model Development Consultant - Asset Liability Management​/Commercial

This position is responsible for developing, implementing, and maintaining of Consumer and Commercial Models that support our retail and commercial businesses. This position requires experience and knowledge of: developing Origination Models for Consumer Card, Credit Line Assignment Models, Customer Behavior analysis; machine learning applications and their explainability. You will work closely with our business partners across different lines of business; business process/model owners;

and independent risk management, and audit. You will frequently be required to present your work to peers, senior PNC executives and regulators.

Requirements include:

• Solid experience in coding with Python/R—specifically, PySpark or other “big
• data” applications.
• Excellent written and communication skills, both in technical and nontechnical
• [communications]
• Problem solving skills and ad hoc analyses
• Ability to work under tight timelines
• Being a collaborative team player
• A self-starter with an innate curiosity for how/why things work
• Solid experience in handling large datasets and deriving meaningful insights
• and drive actionable strategies for Credit Cards
• Direct hands on modeling development experience, using Machine Learning
• techniques and traditional Statistical Models.
• Excellent understanding of the model development process from data

assembly, univariate, bivariate analysis, model fitting, testing, validation, and

documentation

• Ability to explain complex models in simple language for presentations and
• executive communication
• Experience in building Segmentation Strategies for Credit Card portfolio for
• risk modeling and marketing analytics

A strong applicant will have experience in:

• Relevant experience in at least one area of Banking/Financial Services
• Experienced in Consumer Modeling, credit cards experience is preferred
• Experienced with Machine Learning models – deep learning, large language
• models, and graph data base
• Model Development Lifecycle (development to validation to implementation to

production and repeat)

• Performs complex quantitative analyses and models development to support decision-making by running quantitative strategies.
• Develops new model frameworks by supporting the line of business. Refines, monitors, and validates existing models. Conducts on-going communication with model owners and model developers during the course of the review. Works with large data to create models.
• Performs advanced qualitative and quantitative assessments on all aspects of models including theoretical aspects, model design and implementation as well as data quality and integrity. Reviews reports and associated quantitative analysis. Validates existing models and assesses model risks.
• Evaluates identified 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.

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.

Competencies

Bank Quantitative Analysis – Knowledge of and ability to use numerical methods to develop statistical models for devising trading strategies.

Consulting – Knowledge of techniques, roles, and responsibilities in providing technical or business guidance to clients, both internal and external; ability to apply this knowledge appropriately to diverse situations.

Data Gathering and Reporting – Knowledge of and ability to utilize tools, techniques and processes for gathering and reporting data in a particular department or division of a company.

Effective Communications – Understanding of effective communication concepts, tools and techniques; ability to effectively transmit, receive, and accurately interpret…