Quantitative Analytics and Model Consultant - Asset Liability Management
PNCPittsburgh, Pennsylvania, United States ā¢ Washington, District of Columbia, United States ā¢ New York, New York, United States ā¢ Cleveland, Ohio, United States ā¢ Charlotte, North Carolina, United States
Posted February 11, 2026
65000 - 179400 USD
Full Time
About the Company
PNC is an in-office company that fosters a supportive culture where employees can thrive and achieve balance.
Job Description
Quantitative Analytics and Model Consultant for Asset Liability Management in PNC's Market Risk Oversight organization. Provides second-line oversight of Interest Rate Risk in the Banking Book, focusing on NII and EVE frameworks.
Requirements
- 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
Benefits
- Medical/prescription drug coverage
- 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
- Wellness program with financial incentives