23 jobs for "Quantitative Modeling -Interest Rate Modeling- Advisor"

Data Scientist - Retail Banking (ML & Predictive Modeling)

At PNC Financial Services Group - Pittsburgh

Posted on Nov 8

View job Apply on company site

Sr. Quantitative Finance Analyst

At Merrill - Charlotte · Jersey City

Posted on Nov 2

View job Apply on company site

Sr. Quantitative Finance Manager

At Bank of America - Chicago

Posted on Nov 3

View job Apply on company site

Quantitative Analytics & Model Consultant Senior - Retail Banking (ML & Predictive modeling)

At PNC Financial Services Group - Pittsburgh

Posted on Nov 7

View job Apply on company site

Sr. Quantitative Finance Analyst

At Bank of America - Charlotte · Jersey City

Posted on Nov 2

View job Apply on company site

Bank Investment Risk Specialist Senior

At PNC Financial Services Group - Pittsburgh

Posted on Nov 5

View job Apply on company site

Data Scientist - Senior

At Cummins - Pune

Posted on Nov 3

View job Apply on company site

Sr. Business Analyst - Upmarket CLIP Valuations

At Capital One - McLean · Richmond

Posted on Nov 7

View job Apply on company site

Assistant Director, Corporate Development

At Northwestern Mutual – Corporate Careers - Milwaukee

Posted on Nov 6

View job Apply on company site

Data Scientist

At Cummins - Pune

Posted on Nov 2

View job Apply on company site

Investment & Corporate Banking - Healthcare, Associate

At Mizuho Americas - New York

Posted on Nov 3

View job Apply on company site

Data Scientist - Retail Banking (ML & Predictive Modeling)

At PNC Financial Services Group - Tysons Corner

Posted on Nov 8

View job Apply on company site

Data Scientist - Retail Banking (ML & Predictive Modeling)

At PNC Financial Services Group - Cleveland

Posted on Nov 8

View job Apply on company site

Quantitative Analytics & Model Development Analyst Senior - Data, Model & Analytics

At PNC Financial Services Group - Pittsburgh

Posted on Nov 8

View job Apply on company site

Quantitative Analytics & Model Analyst Senior - Credit Loss Forecasting (CLF)

At PNC Financial Services Group - Charlotte

Posted on Nov 8

View job Apply on company site

Quantitative Analytics & Model Analyst Senior - Credit Loss Forecasting (CLF)

At PNC Financial Services Group - Tysons Corner

Posted on Nov 8

View job Apply on company site

Quantitative Analytics & Model Analyst Senior - Credit Loss Forecasting (CLF)

At PNC Financial Services Group - Washington

Posted on Nov 8

View job Apply on company site

Quantitative Analytics & Model Analyst Senior - Credit Loss Forecasting (CLF)

At PNC Financial Services Group - East Brunswick

Posted on Nov 8

View job Apply on company site

Quantitative Analytics & Model Analyst Senior - Credit Loss Forecasting (CLF)

At PNC Financial Services Group - Cleveland

Posted on Nov 8

View job Apply on company site

Agency MBS Modeler - Asset Liability Management (ALM)

At PNC Financial Services Group - New York

Posted on Nov 8

View job Apply on company site

PNC Financial Services Group

Bank Investment Risk Specialist Senior

Pittsburgh, PAPosted 3 days ago

Apply on company site View full job

Why you should apply for a job to PNC Financial Services Group:

Ranked as one of the Best Finance Companies in 2024
3.7/5 in overall job satisfaction
4.1/5 in supportive management
73% say women are treated fairly and equally to men
67% would recommend this company to other women
81% say the CEO supports gender diversity

Ratings are based on anonymous reviews by Fairygodboss members. See all reviews ›

Job Profile

Job Description

The PNC Financial Services Group, Inc. seeks a Bank Investment Risk Specialist Senior in Pittsburgh, PA. Work within the Market Risk Management department and provide advanced quantitative and financial analyses utilizing financial risk modeling software programs and modeling tools in support of monitoring market risk. Specific duties include: (1) operating financial models related to market risk, liquidity risk, capital adequacy, regulatory reporting requirements and/or credit/counterparty exposures; (2) maintaining risk management models including review and validation of data sources, documentation, outputs; (3) analyzing results of various processes such as Value-at-Risk (VaR) models, Potential Future Exposure (PFE) models, economic capital models, liquidity stress tests, backtesting and/or P&L attribution to support current regulatory requirements; (4) assessing and understanding movements in risk parameters and their impact on risk; (5) leading and executing analytical projects, from solution design and data integrity evaluation through documentation and implementation; (6) partnering with model developers to design and user acceptance test new market risk models; and (7) developing reporting infrastructure, including databases, for financial products, leveraging knowledge of computational methodologies and assisting other business groups to better utilize system capabilities and meet requirements.

Master's degree in Computational Finance, Financial Engineering, Statistics, or Applied Mathematics plus 1 year of financial industry experience relevant to market risk management involving capital analysis, risk evaluation, and statistical modeling is required. Must have experience with: (1) financial instruments and markets including interest-rate risk, and corporate credit risk management concepts including asset pricing, portfolio analysis, Value at Risk and stress testing; (2) markets and valuation for financial products including fixed income securities; (3) statistical methods for analyzing financial data including regression, statistical inference, and time series analyses using statistical languages; (4) probabilistic techniques for finance including financial models that rely on stochastic calculus; (5) capital assessment using quantitative methods to evaluate risk exposures and support compliance with risk-based capital framework; (6) managing and reconciling complex financial datasets, streamlining data aggregation and reporting, and resolving discrepancies to ensure data accuracy; and (7) financial computing and analysis of financial data using VBA.

Must have knowledge of: (1) numerical methods for finance including Monte Carlo and optimization methods and finite difference methods for partial differential equations; and (2) financial computing and analysis of financial data using languages including SQL, R, C++, and Python.

Benefits

PNC offers employees a comprehensive range of benefits to help meet your needs now and in the future. Depending on your eligibility, options for full-time employees include medical/prescription drug coverage (with a Health Savings Account feature); dental and vision options; employee and spouse/child life insurance; short- and long-term disability protection; maternity and parental leave; paid holidays, vacation days and occasional absence time; 401(k), pension and stock purchase plans; dependent care reimbursement account; back-up child/elder care; adoption assistance; educational assistance and a robust wellness program with financial incentives. To learn more about these and other programs, including benefits for part-time employees, visit pncthrive.com.

Language Assessments

No Required or Preferred Language Assessments

Disability Accommodations Statement

If an accommodation is required to participate in the application process, please contact us via email at AccommodationRequest@pnc.com. Please include 'accommodation request' in the subject line title and be sure to include your name, the job ID, and your preferred method of contact in the body of the email. Emails not related to accommodation requests will not receive responses. Applicants may also call 877-968-7762 and say "Workday" for accommodation assistance. All information provided will be kept confidential and will be used only to the extent required to provide needed reasonable accommodations.

At PNC we foster an inclusive and accessible workplace. We provide reasonable accommodations to employment applicants and qualified individuals with a disability who need an accommodation to perform the essential functions of their positions.

Equal Employment Opportunity (EEO)

PNC provides equal employment opportunity to qualified persons regardless of race, color, sex, religion, national origin, age, sexual orientation, gender identity, disability, veteran status, or other categories protected by law.

This position is subject to the requirements of Section 19 of the Federal Deposit Insurance Act (FDIA) and, for any registered role, the Secure and Fair Enforcement for Mortgage Licensing Act of 2008 (SAFE Act) and/or the Financial Industry Regulatory Authority (FINRA), which prohibit the hiring of individuals with certain criminal history.

California Residents

Refer to the California Consumer Privacy Act Privacy Notice to gain understanding of how PNC may use or disclose your personal information in our hiring practices.

About PNC Financial Services Group

At PNC, we foster a work environment where employees can thrive while delivering a great customer experience.

Size: 10,000+ employees
Industry: Finance: Personal & Commercial Banking

View company profile