PNC Portfolio Analytics & Strategy Analyst Senior - Fraud Model Implementation 

United States, Pennsylvania, Pittsburgh 

102115254

This position is responsible for developing, implementing, and maintaining of Fraud Models that support our retail and commercial businesses. This position requires experience and knowledge of: Financial Crimes; machine learning applications and their explainability; big data structuring and computation; and process optimization. You will work closely with our business partners across different lines of business (Retail, commercial, Technology, Security, and Enterprise Fraud); 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.Preferred experience:• 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
• A desire to learn and knowledge of continuous improvement/optimization
• PhD or Masters in a quantitative field
• Relevant experience in at least one area of Banking/Financial Services / Consulting / Technology
• Experienced in Fraud/Financial Crimes/Anti-money laundering detection and prevention
• 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 repeatJob Description

• Provides financial and regulatory reporting and analyses to maintain adequate controls over the financial and regulatory reporting processes. Responsible for running complex business performance, risk and operational analytics. May include the development of analytical methods/models to assess market, credit and/or operational risk of new and existing financial products.
• Leverages business / product expertise to rigorously analyze large datasets, improve risk adjusted returns, deliver profitable growth, and communicate conclusions. Synthesizes analytical results and develops, recommends, and implements business strategies that improve lending decisions, assist in managing risk, increase revenues, reduce exposure to losses, meet business goals, and improve performance. Establishes baselines for strategies and tracks actual performance to expectations.
• Applies predictive models, third party data, and other tools to develop and execute appropriate segmentation and targeting for acquisition and portfolio strategies to provide insight into portfolio risk. Manages engagements with internal and external information suppliers ensuring solution is fit for purpose while maintaining appropriate governance and oversight.
• Works with business, credit, data, and model development partners to design, develop, and monitor test designs and analytical reporting to track and enhance strategies. Designs / enhances standard reporting suites for regular product / portfolio reviews.
• Collaborates with the line of business, Finance, and Risk partners to assess and establish credit risk appetite and to understand its implications, as well as to establish policies and procedures governing the identification, monitoring, and management of risk appetite.

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.

Qualifications

Successful candidates must demonstrate appropriate knowledge, skills, and abilities for a role. Listed below are skills, competencies, work experience, education, and requiredneeded to be successful in this position.

Analytical Thinking, Credit Risks, Data Analytics, Financial Analysis, Model Development, Operational Risks, Quantitative Models, Risk AppetiteRoles at this level typically require a university / college degree, with 3+ years of relevant / direct industry experience. Certifications are often desired. In lieu of a degree, a comparable combination of education, job specific certification(s), and experience (including military service) may be considered.No Required Certification(s)No Required License(s)
California Residents

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