Quantitative Analytics and Model Expert - Asset Liability Management
Location
Pittsburgh, PA
Job Type
Full-time
Category
other-general
Posted
June 29, 2026
**Position Overview**
At PNC, our people are our greatest differentiator and competitive advantage in the markets we serve. We are all united in delivering the best experience for our customers. We work together each day to foster an inclusive workplace culture where all of our employees feel respected, valued and have an opportunity to contribute to the company’s success. As a Quantitative Analytics and Model Expert within PNC's Market Risk Oversight organization, you will be based in Pittsburgh, PA.
This role provides second-line oversight of Interest Rate Risk in the Banking Book, focusing on NII and EVE frameworks. The position requires strong quantitative skills, technical proficiency, and the ability to collaborate across multiple functions.
Responsibilities
· Support the Head of IRRBB in executing risk oversight strategy.
· Develop analytics and automation using Python and SQL.
· Monitor IRRBB exposures and validate adherence to limits.
· Q...
At PNC, our people are our greatest differentiator and competitive advantage in the markets we serve. We are all united in delivering the best experience for our customers. We work together each day to foster an inclusive workplace culture where all of our employees feel respected, valued and have an opportunity to contribute to the company’s success. As a Quantitative Analytics and Model Expert within PNC's Market Risk Oversight organization, you will be based in Pittsburgh, PA.
This role provides second-line oversight of Interest Rate Risk in the Banking Book, focusing on NII and EVE frameworks. The position requires strong quantitative skills, technical proficiency, and the ability to collaborate across multiple functions.
Responsibilities
· Support the Head of IRRBB in executing risk oversight strategy.
· Develop analytics and automation using Python and SQL.
· Monitor IRRBB exposures and validate adherence to limits.
· Q...