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