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Quantitative Analytics & Model Development Analyst - Data, Modeling & Analytics - PNC Financial Services Group
Software Engineer
Quantitative Analytics & Model Development Analyst driving model risk assessment and development using Python, R, SQL, and advanced statistical techniques to ensure robust risk models and data-driven insights.
About the role
Key Responsibilities
- Develop, validate, and maintain quantitative models for model risk management across multiple business lines.
- Perform statistical analysis, back‑testing, and performance evaluation of models using Python and R.
- Collaborate with model owners to document assumptions, data sources, and validation results.
- Design and implement automated model monitoring dashboards and reporting tools.
- Support model risk governance initiatives, including model inventory, lifecycle management, and regulatory compliance.
Requirements
- Bachelor’s degree in Quantitative Finance, Statistics, Mathematics, or related field.
- 3+ years of experience in model development, validation, or risk analytics.
- Proficiency in Python, R, and SQL for data manipulation and model implementation.
- Strong knowledge of statistical methods, machine learning algorithms, and model validation techniques.
- Excellent communication skills and ability to translate complex technical concepts to non‑technical stakeholders.
Skills
pythonsqlmachine learning