PNC Quantitative Analytics & Model Development Analyst 

United States, Pennsylvania, Pittsburgh 

814583099

Job responsibilities involve:• Code writing: data stitching, data validation, model training, etc.
• Documentation and report writing
• Generate tables and figures for presentations and ad hoc requests
• Explain the work/approach to internal and external personnel
• Learn and explain domain knowledge from business partnersPreferred skills and experience:• 2 years’ experience with python (or R/C) as primary programming language.
• 2 years’ experience with data visualization (e.g., matplotlib, tableau)
• Familiarity with command line / bash / os.system ()
• Experience with automation through readable and reusable code
• Experience with AWS/Cloud computing. (AWS Cloud Practitioner Certification)
• Knowledge on numerical method behind AI/ML models (e.g., xgboost)
• Experience with model documentation or publication with external review
• Experience with addressing concerns from official reviews
• Experience with PySpark, Pandas, Numpy, Scikit-learn, SLURM, SQL
• Experience with image analytics or other analysis related to fraudJob Description

• Independently performs advanced quantitative analyses and model development to drive decision-making by running quantitative strategies. Makes recommendations based on analyses.
• Analyzes and develops new model frameworks by supporting the line of business. Refines, monitors, and reviews existing models. Conducts on-going communication with model owners and model developers during the course of the review. Works with larger, more complex datasets to create models.
• Performs quantitative analysis and develops complex reports. Performs qualitative and quantitative assessments of all aspects of models including theoretical aspects, model design and implementation as well as data quality and integrity. Analyzes complex data and associated quantitative analysis. Makes recommendations based on findings from data analytics.
• Uses quantitative tools and techniques to measure and analyze model risks and reaches conclusions on strengths and limitations of the model.
• Prepares and analyzes detailed documents for validation and regulatory compliance, using applicable templates.

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, Data Visualization, Financial Analysis, Model Development, Operational Risks, Oral Communications, Quantitative Models, Risk AppetiteBank Quantitative Analysis, Consulting, Data Gathering and Reporting, Effective Communications, Predictive Analytics, Quantitative Techniques, Regulatory Environment - Financial Services, TestingRoles 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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