Quantitative Analytics And Model Expert - Asset Liability Management

PNC

Pittsburgh, PA, US
Not specified; not specified; comprehensive benefi...
In-office
8 years experience in irrbb or market risk
Strong knowledge of nii and eve frameworks
Technical proficiency in python and sql
PNC is seeking a Quantitative Analytics and Model Expert for its Market Risk Oversight organization in Pittsburgh, PA. The role requires significant experience in interest rate risk management and strong technical skills in Python and SQL

Job Summary

  • This role provides second-line oversight of Interest Rate Risk in the Banking Book, focusing on NII and EVE frameworks within PNC's Market Risk Oversight organization.
  • The position requires developing analytics and automation using Python and SQL while monitoring exposures and validating adherence to limits.
  • PNC offers a comprehensive benefits package including medical coverage, 401(k) with match, pension, stock purchase plans, and up to 25 vacation days depending on career level.

Matching Summary

Match Score: 85

PNC is seeking a Quantitative Analytics and Model Expert for its Market Risk Oversight organization in Pittsburgh, PA. The role requires significant experience in interest rate risk management and strong technical skills in Python and SQL.

Salary

Not specified; Not specified; Comprehensive benefits including medical, dental, vision, 401(k) match, pension, and paid time off

Skills & Requirements

Must-have

  • 8 years experience in IRRBB or Market Risk
  • Strong knowledge of NII and EVE frameworks
  • Technical proficiency in Python and SQL

Nice-to-have

  • Familiarity with QRM, Aladdin, PolyPaths, Murex
  • Growth mindset and collaborative spirit
  • Experience with CCAR processes and governance

Key Requirements

  • Bachelor's or Master's degree in Finance, Economics, or quantitative fields
  • 8+ years of experience in IRRBB, Market Risk, ALM, or Treasury
  • No visa sponsorship or STEM OPT participation provided

Work Rights

Not specified

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