Senior Quantitative Analytics & Model Consultant – Capital Markets Models

PNC

. Perform independent qualitative and quantitative reviews of PNC's Capital Markets models .

Posted 10/2/2026full-timeUnited StatesSenior💰 $112,000 - $249,600 per yearWebsite

Core Competencies

Role fit

Core Competencies

Use this summary to align your resume positioning with the role.

Demonstrates expertise in model validation and development within the financial services industry, with a strong focus on quantitative analysis, regulatory compliance, and effective communication of complex concepts to diverse audiences.

Highest-signal resume keywords

Model ValidationQuantitative AnalysisPython ProgrammingRegulatory ComplianceDerivatives Pricing

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills

Model DevelopmentModel Risk AssessmentQuantitative ToolsData Quality AssessmentStochastic CalculusValue-at-Risk (VaR)Counterparty Credit RiskPerformance EvaluationModel Framework DevelopmentDocumentation Preparation

Soft Skills

Strong Communication SkillsCollaboration

Industry Keywords

Financial ServicesMarket Risk ModelsCounterparty Credit Risk ModelsRegulatory RequirementsModel Performance Testing

Tech Stack

Tools & technologies

Python

About the role

Key responsibilities & impact

Perform independent qualitative and quantitative reviews of PNC's Capital Markets models
Assess data quality and integrity, theoretical assumptions, methodologies, model design, implementation, and performance
Assess conceptual soundness and model performance based on documentation and testing results
Independently test model assumptions using quantitative tools and techniques
Evaluate model risks and form clear conclusions regarding model strengths and limitations
Maintain communication with model developers, owners, reviewers, and other stakeholders
Prepare comprehensive validation reports for internal, external, and regulatory audiences
Communicate validation results clearly to technical and non-technical audiences, including regulatory staff
Collaborate with the Model Risk Management team to enhance validation processes
Develop new model frameworks supporting the line of business
Refine, monitor, and validate existing models
Work with large data to create models
Review reports and associated quantitative analyses
Prepare and analyze detailed documents for validation and regulatory compliance

Requirements

What you’ll need

Master's or Ph.D. in a quantitative field such as Finance, Physics, Mathematics, or a related discipline with a stochastic calculus background
8+ years of experience within the financial services industry in model development and/or model validation
Experience covering one or more of derivatives pricing, Value-at-Risk (VaR), and counterparty credit risk
Ability to independently assess complex quantitative models
Strong written and verbal communication skills
Knowledge of regulatory requirements related to market and counterparty credit risk models, including derivatives pricing models, VaR models, PFE, CVA, and FVA
Hands-on experience with Python
Specific certifications are often required; no required certifications are listed for this position
No required license listed
In lieu of a degree, a comparable combination of education, job-specific certification(s), and experience may be considered
Must be able to work without employment visa sponsorship; PNC will not provide sponsorship or participate in STEM OPT

Benefits

Comp & perks

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 plan
Stock purchase plan
Dependent care reimbursement account
Back-up child/elder care
Adoption, surrogacy, and doula reimbursement
Educational assistance, including select programs fully paid
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
15 to 25 vacation days each year, depending on career level
Years-of-service benefits