Quantitative Analytics and Model Expert Asset Liability Management

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 companys success. As a Quantitative Analytics and Model Expert within PNCs Market Risk Oversight organization you will be based in Pittsburgh PA / Charlotte NC / New York City / Cleveland OH / Washington DC / Buffalo NY / Chicago IL / Houston TX.

This role provides second-line oversight of Interest Rate Risk in the Banking Book focusing on NII and EVE frameworks. The position requires strong quantitative skills technical proficiency and the ability to collaborate across multiple functions.

Responsibilities
Support the Head of IRRBB in executing risk oversight strategy.
Develop analytics and automation using Python and SQL.
Monitor IRRBB exposures and validate adherence to limits.
Quantify and analyze risks including deposit modeling rate models OAS and mortgage portfolios.
Partner with Front Office Finance IT Legal Compliance and other stakeholders.
Contribute to CCAR processes regulatory reviews and governance forums.

Qualifications
5 years of experience in IRRBB Market Risk ALM or Treasury.
Strong knowledge of NII and EVE frameworks.
Technical proficiency in Python and SQL; familiarity with QRM Aladdin PolyPaths and Murex is a plus.
Bachelors or Masters degree in Finance Economics or quantitative fields.
Strong communication and collaboration skills; growth mindset.

PNC is an in-office company that fosters a supportive culture where employees can thrive and achieve balance. We encourage candidates to connect with their recruiter and hiring manager to understand workplace expectations and ensure the role aligns with their goals.

PNC will not provide sponsorship for employment visas or participate in STEM OPT for this position.

• Provides strategic and analytical insights around quantitative analyses processes and validations. Reviews complex quantitative analyses and models and engages with the Line of Business to enhance model development by incorporating business feedback.
• Oversees the development of new model frameworks by supporting the line of business and provides consultative feedback around improvements. Reviews any recommended changes to existing models. Conducts executive level communication during the course of the review.
• Performs the most complex 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 and provides analytical insight into potential areas of improvement. Reviews validation of existing models and assesses model risks.
• Reviews the evaluations of identified model risks and provides high level consultation around recommended conclusions on strengths and limitations of the model.
• Provides consultative feedback around the preparation and analysis of regulatory compliance documents.

PNC Employees take pride in our reputation and to continue building upon that we expect our employees to be:

• Customer Focused - Knowledgeable of the values and practices that align customer needs and satisfaction as primary considerations in all business decisions and able to leverage that information in creating customized customer solutions.
• Managing Risk - Assessing and effectively managing all of the risks associated with their business objectives and activities to ensure they adhere to and support PNCs Enterprise Risk Management Framework.

Successful candidates must demonstrate appropriate knowledge skills and abilities for a role. Listed below are skills competencies work experience education and required certifications/licensures needed to be successful in this position.

Analytical Thinking Credit Risks Data Analytics Financial Analysis Model Development Operational Risks Quantitative Models Risk Appetite

Bank Quantitative Analysis Consulting Data Gathering and Reporting Effective Communications Predictive Analytics Quantitative Techniques Regulatory Environment - Financial Services Testing

Roles at this level typically require a university / college degree. Higher level education such as a Masters degree or PhD is desirable. Industry experience is typically 8 years. Specific certifications are often lieu of a degree a comparable combination of education job specific certification(s) and experience (including military service) may be considered.

Bachelors

No Required Certification(s)

No Required License(s)

Base Salary: $122500.00 $296400.00

Salaries may vary based on geographic location market data and on individual skills experience and education. This role is incentive eligible with the payment based upon company business and/or individual performance.

Generally this opening is expected to be posted for two business days from 06/09/2026 although it may be longer with business discretion.

PNC offers a comprehensive range of benefits to help meet your needs now and in the future. Depending on your eligibility options for full-time employees include: medical/prescription drug coverage (with a Health Savings Account feature) dental and vision options; employee and spouse/child life insurance; short and long-term disability protection; 401(k) with PNC match pension and stock purchase plans; dependent care reimbursement account; back-up child/elder care; adoption surrogacy and doula reimbursement; educational assistance including select programs fully paid; a robust wellness program with financial incentives.

In addition PNC generally provides the following paid time off depending on your eligibility: maternity and/or parental leave; up to 11 paid holidays each year; 9 occasional absence days each year unless otherwise required by law; between 15 to 25 vacation days each year depending on career level; and years of service.

To learn more about these and other programs including benefits for full time and part-time employees visit.

If an accommodation is required to participate in the application process please contact us via email at . Please include accommodation request in the subject line title and be sure to include your name the job ID and your preferred method of contact in the body of the email. Emails not related to accommodation requests will not receive responses. Applicants may also call and say Workday for accommodation assistance. All information provided will be kept confidential and will be used only to the extent required to provide needed reasonable accommodations.

At PNC we foster an inclusive and accessible workplace. We provide reasonable accommodations to employment applicants and qualified individuals with a disability who need an accommodation to perform the essential functions of their positions.

PNC provides equal employment opportunity to qualified persons regardless of race color sex religion national origin age sexual orientation gender identity disability veteran status or other categories protected by law.

This position is subject to the requirements of Section 19 of the Federal Deposit Insurance Act (FDIA) and for any registered role the Secure and Fair Enforcement for Mortgage Licensing Act of 2008 (SAFE Act) and/or the Financial Industry Regulatory Authority (FINRA) which prohibit the hiring of individuals with certain criminal history.

Refer to the California Consumer Privacy Act Privacy Notice to gain understanding of how PNC may use or disclose your personal information in our hiring practices.