Performs advanced quantitative analyses and models development to support decision-making by running quantitative strategies
Analyzes and develops new model frameworks by supporting the line of business
Refines, monitors, and reviews 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 quantitative analysis and develops reports
Performs qualitative and quantitative assessments of all aspects of models including theoretical aspects, model design and implementation as well as data quality and integrity
Analyzes complex data and associated quantitative analysis
Uses quantitative tools and techniques to measure and analyze 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 Analyst

Key skills