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Quantitative Analytics & Model Development Analyst Senior – Fraud Model Implementation

Quantitative Analytics & Model Development Analyst Senior – Fraud Model Implementation

CompanyPNC Financial Services
LocationHouston, 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
TypeFull-Time
DegreesMaster’s, PhD
Experience LevelSenior

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