Quantitative Analytics & Model Expert - Market Risk
PNC · New York City, New York, US
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 b...
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 & Model Expert within PNC's Market Risk organization, you will be based in Pittsburgh PA, New York NY, Cleveland OH or Tysons Corner VA. As a Risk Analytics Quantitative Expert within PNC’s Market Risk organization, you will be based in New York, NY, Pittsburgh, PA, Cleveland, OH, or Tysons Corner, VA. This role will own, develop, and enhance core Market Risk and Counterparty Risk analytics, spanning Value‑at‑Risk (VaR), Potential Future Exposure (PFE), and Interest Rate Risk in the Banking Book (IRRBB). The position plays a critical role in ensuring sound risk measurement, regulatory compliance, and effective risk oversight across both trading and balance‑sheet activities. The successful candidate will work closely with Market Risk Management, Model Validation, Treasury, Asset & Liability...