ALM Senior Associate - Portfolio Management

The PNC Financial Services Group, Inc. seeks an ALM Senior Associate – Portfolio Management in New York, NY. The role requires independent judgment and discretion, performing transaction and portfolio level analysis, conducting research, and preparing reports.

Requirements

• Master’s degree in Statistics, Mathematics, Economics, Business, Financial Engineering or Computational Finance
• 3 years of experience using computational finance techniques
• Experience with interest rate term structure models, derivative pricing models, statistical and machine learning tools, Monte Carlo simulation methods, and financial tools

Benefits

• Medical/prescription drug coverage
• 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) plan
• Pension plan
• Stock purchase plan
• Dependent care reimbursement account
• Back-up child/elder care
• Adoption assistance
• Educational assistance
• Wellness program with financial incentives