Quantitative Analytics and Model Consultant Senior Validator - Market Risk and Counterparty Risk Models

Job description

Position Overview At PNC, our people are our greatest differentiator and competitive advantage in the markets we serve. We are all united in delivering the best experience for our customers. We work together each day to foster an inclusive workplace culture where all of our employees feel respected, valued and have an opportunity to contribute to the company’s success. As a Quantitative Analytics and Modeling Consultant Senior Validator within PNC's Model Risk Management organization, you can be based in Pittsburgh, PA. This position is primarily based in a PNC location. Responsibilities require time in the office or in the field on a regular basis. Some responsibilities may be performed remotely, at manager’s discretion. We are seeking a Senior Validator to be a part of our Model Risk Management team at PNC. The position reports to the Senior Validation Manager for Market Risk and Counterparty Risk Models and is part of the Independent Risk Management organization. As a senior validator you will perform rigorous independent reviews of some of PNC’s most important models including Value at Risk (VaR) models, derivative pricing models, interest rate models, and counterparty credit r...