Quantitative Analytics & Model Expert - Market Risk
PNCNew York, New York, United States ā¢ Pittsburgh, Pennsylvania, United States ā¢ Cleveland, Ohio, United States ā¢ Virginia, United States
Posted March 17, 2026
100000 - 254150 USD
Full Time
About the Company
PNC fosters an inclusive and accessible workplace and provides reasonable accommodations to employment applicants and qualified individuals with a disability.
Job Description
As a Quantitative Analytics & Model Expert within PNC's Market Risk organization, you will own, develop, and enhance core Market Risk and Counterparty Risk analytics. You will work closely with Market Risk Management, Model Validation, Treasury, Asset & Liability Management (ALM), Finance, and the Capital Markets Group to provide independent quantitative review, effective challenge, and model governance.
Requirements
- 8+ years of industry experience in market risk analytics, quantitative modeling, or front-office/trading analytics
- Strong understanding of market risk and counterparty risk frameworks, including VaR, stress testing, PFE, IRRBB, and FRTB
- Strong programming skills in Python for model implementation, data analysis, and automation
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
- Robust wellness program with financial incentives
- Maternity and/or parental leave
- Up to 11 paid holidays each year
- 9 occasional absence days each year
- Between 15 to 25 vacation days each year