Quantitative Analytics & Model Development Analyst Senior – Fraud Model Implementation
Company | PNC Financial Services |
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Location | Houston, TX, USA, Cleveland, OH, USA, Dallas, TX, USA, Philadelphia, PA, USA, Charlotte, NC, USA, Pittsburgh, PA, USA, New York, NY, USA, Wilmington, DE, USA, Vienna, VA, USA |
Salary | $55000 – $157300 |
Type | Full-Time |
Degrees | Master’s, PhD |
Experience Level | Senior |
Requirements
- Experience and knowledge of Financial Crimes
- Experience with machine learning applications and their explainability
- Experience with big data structuring and computation
- Experience with process optimization
- Solid experience in coding with Python/R—specifically, PySpark or other “big data” applications
- Excellent written and communication skills, both in technical and nontechnical communications
- Problem solving skills and ad hoc analyses
- Ability to work under tight timelines
- Being a collaborative team player
- A self-starter with an innate curiosity for how/why things work
- A desire to learn and knowledge of continuous improvement/optimization
- PhD or Masters in a quantitative field
Responsibilities
- Independently performs advanced quantitative analyses and model development to drive 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 ongoing communication with model owners and model developers during the course of the review
- Works with larger, more complex datasets to create models
- Performs quantitative analysis and develops complex 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
- Makes recommendations based on findings from data analytics
- 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
Preferred Qualifications
- Analytical Thinking
- Credit Risks
- Data Analytics
- Financial Analysis
- Model Development
- Operational Risks
- Quantitative Models
- Risk Appetite