Description
PNC is hiring a Quantitative Analytics and Model Expert to provide second-line oversight of Interest Rate Risk in the Banking Book, including NII and EVE frameworks, IRRBB exposure monitoring, limit validation, deposit and rate modeling, OAS analysis, and mortgage portfolio assessment. The role develops Python and SQL analytics and automation, supports model development and validation, and collaborates with front office, finance, IT, legal, compliance, and other stakeholders on regulatory and governance activities. The position is based in one of several U.S. cities, requires 5+ years of relevant experience and a bachelor’s or master’s degree, and offers a base salary of $122,500 to $296,400.
