Quantitative Analytics & Model Consultant Senior - Market Risk

PNC Bank

Pittsburgh, PA, USA
Base: $80,000.00 – $209,300.00; bonus/equity: not ...
Counterparty credit risk analytics
Advanced python and sql skills
Strong derivatives knowledge
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 is critical to supporting the growth of the Capital Markets platform, including enabling the expansion of the firm’s derivatives offering into new products.
  • 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: $80,000.00 – $209,300.00; Bonus/Equity: Not specified; Benefits: Not specified

Skills & Requirements

Must-have

  • Counterparty Credit Risk Analytics
  • Advanced Python and SQL skills
  • Strong derivatives knowledge

Nice-to-have

  • Strong team player
  • Ability to communicate complex concepts
  • Experience with Numerix and/or Murex

Key Requirements

  • 8+ years of experience in market risk
  • Strong command of risk frameworks
  • Proven ability to make an impact

Work Rights

Not specified

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