Quantitative Researcher

Asset And Liability Management Associate DirectorAt 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. The Asset and Liability Management ("ALM") Associate Director will be a key contributor to PNC's Chief Investment Office, which is led by PNC's Chief Investment Officer ("CIO") and responsible for managing over $200 billion in fixed income assets and derivative products within PNC Bank's investment securities and derivatives portfolio. The CIO Office's expertise is often required on a range of strategic initiatives, including objectives related to interest rate risk, capital, and liquidity regulatory frameworks, and the ALM director's primary responsibility will be to support the CIO Chief Operating Officer and other CIO staff in executing on these initiatives. As part of these responsibilities, the ALM director will have the opportunity to work directly with senior portfolio managers and the Chief Investment Officer on a range of regulatory and governance projects and initiatives. The ideal candidate will have a well-rounded skill set that includes effective communication, presentation creation and delivery, analytical aptitude, and demonstrated project management ability, along with a deep understanding of bank balance sheets and fixed income markets. Attention to detail, process orientation, and collaboration with a broad range of stakeholders is particularly important in this role. Experience with regulatory examinations, structured product markets, or CFTC swap dealer regulations are viewed as beneficial.PNC is one of the largest banks in the US based on domestic assets, which totaled $569 billion as of Q3 2025.Support senior staff in regulatory, governance, and other initiatives within the CIO Office and propose recommended actions to senior management.Coordinate with portfolio managers, modelers, and other subject matter experts on assignments.Oversee new projects and analytics which may include creation, maintenance and utilization of management reports to help the group meet their goals and directives.Make recommendations based on knowledge of markets and macroeconomics, banking and regulatory requirements; assesses the potential impact of these on PNC and the assigned business unit.PNC Employees take pride in our reputation and to continue building upon that we expect our employees to be:Customer Focused - Knowledgeable of the values and practices that align customer needs and satisfaction as primary considerations in all business decisions and able to leverage that information in creating customized customer solutions.Managing Risk - Assessing and effectively managing all of the risks associated with their business objectives and activities to ensure they adhere to and support PNC's Enterprise Risk Management Framework.Successful candidates must demonstrate appropriate knowledge, skills, and abilities for a role. Listed below are skills, competencies, work experience, education, and required certifications/licensures needed to be successful in this position.Asset Allocation, Auditing Operations, Business Case Analyses, Credit Risk Analysis, Data Analytics, Data Visualization, Decision Making, Investments, Market ResearchAsset and Liability Management (ALM), Business Acumen, Derivatives, Financial Analysis, Industry Knowledge, Investment Performance Measurement, Investments, Portfolio Management, Pricing Models and Analytics, Regulatory Environment - Financial ServicesRoles at this level typically require a university / college degree, with 5+ years of industry-relevant experience. Specific certifications are often required. In lieu of a degree, a comparable combination of education, job specific certification(s), and experience (including military service) may be considered.BachelorsNo Required Certification(s)No Required License(s)