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

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
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

Quantitative Analytics, Model Development Consultant

Key skills