Quantitative Analytics & Model Development Consultant

Company	PNC Financial Services
Location	Pittsburgh, PA, USA, Vienna, VA, USA
Salary	$Not Provided – $Not Provided
Type	Full-Time
Degrees
Experience Level	Senior

Experience developing models or validating applied models within the financial services industry, government, or academic setting is preferred.
Strong English communication skills, both written and verbal, with the ability to convey complex technical concepts to diverse stakeholders.
Hands-on experience with model testing and estimation tools in Python, R, SQL, SAS, etc.

Performs complex quantitative analyses and models development to support decision-making by running quantitative strategies.
Develops new model frameworks by supporting the line of business. Refines, monitors, and validates existing models. Conducts on-going communication with model owners and model developers during the course of the review. Works with large data to create models.
Performs advanced qualitative and quantitative assessments on all aspects of models including theoretical aspects, model design and implementation as well as data quality and integrity. Reviews reports and associated quantitative analysis. Validates existing models and assesses model risks.
Evaluates identified model risks and reaches conclusions on strengths and limitations of the model.
Prepares and analyzes detailed documents for validation and regulatory compliance, using applicable templates.