Quantitative Analytics & Model Development Analyst - Data, Modeling & Analtyics

Quantitative Analytics & Model Development Analyst

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 & Model Development Analyst within PNC's Data, Model & Analytics Commercial Credit Analytics organization, you will be based in Pittsburgh, PA, Tysons Corner, VA, Cleveland, OH or Cherry Hill, or East Brunswick, NJ. Role Overview: We are seeking a Quantitative Analyst to join the Commercial Credit Analytics team at PNC. This role supports Wholesale Model Monitoring and the Commercial Data Domain within the Balance Sheet Analytics & Modeling organization. The position offers exposure to a broad range of commercial portfolios, credit risk models, and collaboration with subject matter experts. It also involves working with data management best practices to drive insights and enhance model performance. This position involves the following.

• Monitor performance of Risk Rating models (PD, LGD, EAD) and CECL/CCAR loss forecasting frameworks.

• Partner with underwriters, credit officers, model owners, and developers to assess results and derive actionable model insights.

• Deliver performance updates and insights to senior leadership and governance committees.

• Contribute to Commercial Data Domain initiatives related to risk parameter management.

• Support automation and centralization efforts for model monitoring and analytics processes.

• Build and enhance analytical tools and reports using Python and SQL to meet evolving business needs.

Preferred skills and experience:

• Degree in a quantitative field such as Statistics, Mathematics, Economics, Finance, or Data Science.

• Proficiency in Python and SQL for data analysis, automation, and reporting.

• Ability to collaborate effectively with cross-functional teams including underwriters, credit officers, and model developers.

• Excellent communication skills for presenting technical findings to senior leadership and governance committees.

• Experience with credit risk modeling, monitoring, validation and governance processes is a plus.

• Experience with data management practices and commercial lending portfolios is a plus.

PNC will not provide sponsorship for employment visas or participate in STEM OPT for this position.