PNC · 1 month ago
Quantitative Analytics and Model Consultant Senior - Asset Liability Management
Pittsburgh, PA
Full-time
Onsite
Senior Level, Lead/Staff
$80K/yr - $209K/yr
8+ years expPNC is a company that values its people as its greatest differentiator and competitive advantage. The Quantitative Analytics and Model Consultant Senior role involves providing oversight of Interest Rate Risk in the Banking Book and requires strong quantitative skills and collaboration across multiple functions.
BankingFinanceFinancial Services
No H1B
Responsibilities
Support the Head of IRRBB in executing risk oversight strategy
Develop analytics and automation using Python and SQL
Monitor IRRBB exposures and validate adherence to limits
Quantify and analyze risks including deposit modeling, rate models, OAS, and mortgage portfolios
Partner with Front Office, Finance, IT, Legal, Compliance, and other stakeholders
Contribute to CCAR processes, regulatory reviews, and governance forums
Qualification
Required
8 years of experience in IRRBB, Market Risk, ALM, or Treasury
Strong knowledge of NII and EVE frameworks
Technical proficiency in Python and SQL; familiarity with QRM, Aladdin, PolyPaths, and Murex is a plus
Bachelor's or Master's degree in Finance, Economics, or quantitative fields
Strong communication and collaboration skills; growth mindset
Preferred
Analytical Thinking
Credit Risks
Data Analytics
Financial Analysis
Model Development
Operational Risks
Quantitative Models
Risk Appetite
Benefits
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
401(k) with PNC match
Pension and stock purchase plans
Dependent care reimbursement account
Back-up child/elder care
Adoption, surrogacy, and doula reimbursement
Educational assistance, including select programs fully paid
A robust wellness program with financial incentives
Maternity and/or parental leave
Up to 11 paid holidays each year
9 occasional absence days each year, unless otherwise required by law
Between 15 to 25 vacation days each year, depending on career level; and years of service
Company
PNC
PNC is a financial service company providing bank deposits products and services to its community.
10001+ employees
Funding
Current Stage
Public CompanyTotal Funding
unknown1975-11-17IPO
Leadership Team
Keith Hayes
SVP, PNC Aviation Finance
M
Michael Gaber
Senior Vice President - Originations
Recent News
2026-01-11
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