Quantitative Analytics & Model Expert - Market Risk

PNC Bank

Pittsburgh, PA, US
Base salary: $100,000.00 – $254,150.00; bonus/equi...
Market risk analytics
Quantitative modeling
Python programming skills
This role will own, develop, and enhance core Market Risk and Counterparty Risk analytics

Job Summary

  • This role will own, develop, and enhance core Market Risk and Counterparty Risk analytics.
  • The successful candidate will work closely with various departments to provide independent quantitative review.
  • PNC fosters a supportive culture where employees can thrive and achieve balance.

Matching Summary

This role will own, develop, and enhance core Market Risk and Counterparty Risk analytics.

Salary

Base Salary: $100,000.00 – $254,150.00; Bonus/Equity: Not specified; Benefits: Comprehensive range of benefits

Skills & Requirements

Must-have

  • Market Risk analytics
  • Quantitative modeling
  • Python programming skills

Nice-to-have

  • Experience with Numerix and Bloomberg
  • Strong analytical skills
  • Effective communication

Key Requirements

  • 8+ years of industry experience
  • Strong understanding of risk frameworks
  • Bachelor's degree required

Work Rights

Not specified

Tailored Resume

Cover Letter