Senior Quant Analytics & Risk Model Consultant (VaR/PFE)
PNC Bank
PNC is seeking a Senior Quantitative Analytics & Model Consultant within Market Risk Management. The role focuses on developing VaR and PFE models, with exposure to IRRBB, and ensuring sound risk measurement and regulatory compliance. Based across multiple in-location hubs in the US, report-to Head of Market Risk Analytics. The ideal candidate brings 8+ years in market risk analytics, strong Python skills, and familiarity with VaR, FRTB, and CCAR/CECL. #J-18808-Ljbffr PNC
Vacancy posted 19 hours ago
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