Quantitative Analytics & Model Consultant Senior - Data Model Analytics

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 Consultant Senior within PNC's C&IB Commercial Real Estate organization, you will be based in Pittsburgh, or Philadelphia, PA; Cleveland, OH; Wilmington, DE; or Houston, TX. Key Responsibilities: - Develop, enhance, and maintain loss forecasting models for Commercial Real Estate portfolios, including PD/LGD and expected loss models - Perform predictive modeling and machine learning/statistical modeling to assess risk drivers, portfolio behavior, and loss outcomes - Analyze large and complex datasets using Python and PySpark in distributed computing environments - Design, implement, test, and monitor models in accordance with model risk management and governance standards - Produce high quality model documentation, including methodology, assumptions, limitations, and performance ana...