Quantitative Analytics And Model Consultant Senior - Asset Liability Management

PNC Bank

Pittsburgh, PA, US
Base salary: $80,000.00 – $209,300.00; bonus/equit...
Strong quantitative skills
Technical proficiency in python and sql
Experience in market risk and alm
At PNC, our people are our greatest differentiator and competitive advantage in the markets we serve

Job Summary

  • At PNC, our people are our greatest differentiator and competitive advantage in the markets we serve.
  • This role provides second-line oversight of Interest Rate Risk in the Banking Book, focusing on NII and EVE frameworks.
  • PNC offers a comprehensive range of benefits to help meet your needs now and in the future.

Matching Summary

At PNC, our people are our greatest differentiator and competitive advantage in the markets we serve.

Salary

Base Salary: $80,000.00 – $209,300.00; Bonus/Equity: Not specified; Benefits: Comprehensive range of benefits

Skills & Requirements

Must-have

  • Strong quantitative skills
  • Technical proficiency in Python and SQL
  • Experience in Market Risk and ALM

Nice-to-have

  • Strong communication skills
  • Collaborative team player
  • Growth mindset

Key Requirements

  • 8 years of experience in IRRBB
  • Bachelor’s or Master’s degree in Finance or Economics
  • Familiarity with QRM, Aladdin, PolyPaths, and Murex is a plus

Work Rights

Not specified

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