Sign up to access all features of our service.
  • Job search
  • Favorites
  • Create a CV
    New
  • Salaries
  • Subscriptions

Quantitative Analytics and Model Expert - Asset Liability Management

$122.5k - $296.4k

The PNC Financial Services Group

Job ID: R225876Posted: 2026-07-30Location: PA - Pittsburgh (15222); IL - Chicago; DC - Washington; NY - New York; TX - Houston; NC - Charlotte; OH - Cleveland; NY - BuffaloSalary: $122,500.00 - $296,400.00Type: Full timeCountry: United States of AmericaCompany: PNCPosition OverviewAt 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 / Charlotte, NC / New York City / Cleveland, OH / Washington, DC / Buffalo, NY / Chicago, IL / Houston, TX.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.· Quantify and analyze risks including deposit modeling, rate models, OAS, and mortgage portfolios.· Partner with Front Office, Finance, IT, Legal, Compliance, and other stakeholders.· Contribute to CCAR processes, regulatory reviews, and governance forums.Qualifications· 5+ years of experience in IRRBB, Market Risk, ALM, or Treasury.· Strong knowledge of NII and EVE frameworks.· Technical proficiency in Python and SQL; familiarity with QRM, Aladdin, PolyPaths, and Murex is a plus.· Bachelor’s or Master’s degree in Finance, Economics, or quantitative fields.· Strong communication and collaboration skills; growth mindset.PNC is an in-office company that fosters a supportive culture where employees can thrive and achieve balance. We encourage candidates to connect with their recruiter and hiring manager to understand workplace expectations and ensure the role aligns with their goals.PNC will not provide sponsorship for employment visas or participate in STEM OPT for this position.Job DescriptionProvides strategic and analytical insights around quantitative analyses, processes, and validations. Reviews complex quantitative analyses and models and engages with the Line of Business to enhance model development by incorporating business feedback.Oversees the development of new model frameworks by supporting the line of business and provides consultative feedback around improvements. Reviews any recommended changes to existing models. Conducts executive level communication during the course of the review.Performs the most complex qualitative and quantitative assessments on all aspects of models including theoretical aspects, model design and implementation as well as data quality and integrity. Reviews reports and associated quantitative analysis and provides analytical insight into potential areas of improvement. Reviews validation of existing models and assesses model risks.Reviews the evaluations of identified model risks and provides high level consultation around recommended conclusions on strengths and limitations of the model.Provides consultative feedback around the preparation and analysis of regulatory compliance documents.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.QualificationsSuccessful 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.Preferred SkillsAnalytical Thinking, Credit Risks, Data Analytics, Financial Analysis, Model Development, Operational Risks, Quantitative Models, Risk AppetiteCompetenciesBank Quantitative Analysis, Consulting, Data Gathering and Reporting, Effective Communications, Predictive Analytics, Quantitative Techniques, Regulatory Environment - Financial Services, TestingWork ExperienceRoles at this level typically require a university / college degree. Higher level education such as a Masters degree, or PhD is desirable. Industry experience is typically 8 + years. 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.EducationBachelorsCertificationsNo Required Certification(s)LicensesNo Required License(s)Pay TransparencyBase Salary: $122,500.00 – $296,400.00Salaries may vary based on geographic location, market data and on individual skills, experience, and education. This role is incentive eligible with the payment based upon company, business and/or individual performance.Application WindowGenerally, this opening is expected to be posted for two business days from 06/09/2026, although it may be longer with business discretion.BenefitsPNC offers a comprehensive range of benefits to help meet your needs now and in the future. Depending on your eligibility, options for full-time employees include: medical/prescription drug coverage (with a Health Savings Account feature), dental and vision options; employee and spouse/child life insurance; short and long-term disability protection; 401(k) with PNC match, pension and stock purchase plans; dependent care reimbursement account; back-up child/elder care; adoption, surrogacy, and doula reimbursement; educational assistance, including select programs fully paid; a robust wellness program with financial incentives.In addition, PNC generally provides the following paid time off, depending on your eligibility: maternity and/or parental leave; up to 11 paid holidays each year; 9 occasional absence days each year, unless otherwise required by law; between 15 to 25 vacation days each year, depending on career level; and years of service.To learn more about these and other programs, including benefits for full time and part-time employees, visit pncthrive.com.Disability Accommodations StatementIf an accommodation is required to participate in the application process, please contact us via email at View email address on click.appcast.io. Please include “accommodation request” in the subject line title and be sure to include your name, the job ID, and your preferred method of contact in the body of the email. Emails not related to accommodation requests will not receive responses. Applicants may also call View phone number on click.appcast.io and say "Workday" for accommodation assistance. All information provided will be kept confidential and will be used only to the extent required to provide needed reasonable accommodations. At PNC we foster an inclusive and accessible workplace. We provide reasonable accommodations to employment applicants and qualified individuals with a disability who need an accommodation to perform the essential functions of their positions.Equal Employment Opportunity (EEO)PNC provides equal employment opportunity to qualified persons regardless of race, color, sex, religion, national origin, age, sexual orientation, gender identity, disability, veteran status, or other categories protected by law.This position is subject to the requirements of Section 19 of the Federal Deposit Insurance Act (FDIA) and, for any registered role, the Secure and Fair Enforcement for Mortgage Licensing Act of 2008 (SAFE Act) and/or the Financial Industry Regulatory Authority (FINRA), which prohibit the hiring of individuals with certain criminal history.California Residents Refer to the California Consumer Privacy Act Privacy Notice to gain understanding of how PNC may use or disclose your personal information in our hiring practices.

Vacancy posted 2 days ago
Similar jobs that could be interesting for youBased on the Quantitative Analytics and Model Expert - Asset Liability Management in Charlotte, NC vacancy
  • $127k - $167k

     ...Asset Liability Management The Asset Liability Management role applies advanced quantitative actuarial financial and AI expertise to model measure and assist with managing risk and return of the organizations...  ...the models tools and analytical frameworks used to value... 
    Asset
    Full time
    Work experience placement
    Work at office

    TIAA

    Charlotte, NC
    13 days ago
  • $160k - $210k

     ...Our flexible, hybrid work model offers the option to work...  ...contribute:  As a Lead Quantitative Analyst, you’ll be responsible...  ...and fixed annuity asset and liability management (ALM), including hedging,...  ...processes. ~ Strong general analytical problem-solving skills ~... 
    Asset
    Full time
    Temporary work
    Work at office
    Remote work
    Flexible hours

    Brighthouse Financial

    Charlotte, NC
    1 day ago
  •  ...current employment opportunities.Title: Quantitative & Risk Analytics - ESG Analytics, Senior...  ...will partner closely with portfolio managers, product managers and sales teams to...  ...vendor or a quantitative ESG role in an asset manager. Comfort with manipulating large... 
    Asset
    Full time

    Baring Asset Management

    Charlotte, NC
    4 days ago
  • $87k - $168k

     ...seeking a Senior Balance Sheet Management Analyst to join the Balance Sheet...  ...creation of executive analytics — enabling data flows, interaction with models, and synthesizing forecasting inputs...  ...risk managementUnderstanding of asset liability management and interest rate risk... 
    Asset
    Full time
    Work experience placement

    Wells Fargo

    Charlotte, NC
    4 days ago
  •  ...will serve as the senior model owner and subject matter expert (SME) for a key modeling...  ...Market Risk, Model Risk Management, Finance and Corporate...  ...related field2. 5+ years in Asset Liability Management (ALM)3....  ...management. 4. Excellent analytical skills and knowledge of... 
    Asset
    Full time
    Part time
    Work at office
    Shift work
    Day shift

    Truist

    Charlotte, NC
    5 days ago
  •  ...Wells Fargo is seeking a Quantitative Software Engineer,...  ...Securities Quantitative Analytics Specialist). A...  ...focusing on specific risk management and balance sheet strategy...  ...include:Implement ALM models and logic in Python....  ...experience in various asset classes: rates, foreign... 
    Asset
    Full time
    Temporary work
    Work experience placement

    Wells Fargo

    Charlotte, NC
    3 days ago
  •  ...depth research and advanced analytics on the FX and Rates...  ...funding strategies, as well as asset and liability management, to support risk...  ...series analysis, volatility modeling, and predictive modeling,...  ...or equivalent in Applied Quantitative Finance, Business Analytics... 
    Asset
    Work at office
    Remote work
    Flexible hours
    Shift work
    Day shift

    Bank of America Corporation

    Charlotte, NC
    23 hours ago
  • $130k - $165k

    What You'll DoAs an Assistant Director of Product Management in our Enterprise Data & Analytics organization, you'll lead a team of Product Managers in defining...  ...ImmigrantsInvestment Code of Ethics For Principal Asset Management positions, you’ll need to follow an... 
    Asset
    Hourly pay
    Permanent employment
    Temporary work
    Work experience placement
    H1b
    Work at office

    Principal Financial Group

    Charlotte, NC
    2 days ago
  • $156k - $234k

     ...cloud-based data and analytics solutions that help actuaries...  ..., portfolio management, and business decision...  ...oversees data discovery, modeling, transformation, validation...  ..., and provides expert guidance on cloud data...  ...sustainable, production-ready assets with clear ownership,... 
    Asset
    Full time
    Temporary work
    Work at office
    Remote work
    3 days per week

    The Hartford Financial Services Group

    Charlotte, NC
    1 day ago
  •  ...Wells Fargo is seeking a Lead Analytics Consultant to join the...  ...This role supports fraud risk management across Consumer Credit Cards,...  ...performance monitoring of fraud models, risk scores, and third-party...  ...analysis to maximize profits and asset growth, and minimize... 
    Asset
    Full time
    Work experience placement

    Wells Fargo

    Charlotte, NC
    2 days ago
  •  ...DescriptionCapTech is a national technology and management consulting firm. Our Government...  ...claims platforms, case management, data and analytics, and the digital services citizens and...  ...in designing developer-ready visual assets and UI components in Figma is required,... 
    Asset
    For subcontractor
    Work at office
    Remote work
    Visa sponsorship
    Work visa
    Flexible hours

    CapTech

    Charlotte, NC
    5 days ago
  • $86.36k - $101.6k

     ...is to provide executive management with accurate, timely, and...  ....Corporate Treasury’s Asset & Liability Management Quantitative Finance group supports these...  ...developing quantitative models and methods that link...  ...timelines - Strong analytical, organizational, problem... 
    Asset
    Full time
    Local area
    3 days per week

    US Bank

    Charlotte, NC
    5 days ago
  • $117.44k - $176.16k

     ...your opportunity.CSIS Intelligence Advanced Analytics and Cyber OSINT — Program DescriptionCiti...  ...and investigative team that protects the assets, integrity, and reputation of Citi and...  ...institutions, and information sharing communities. Manage multiple projects simultaneously with a... 
    Asset
    Full time

    Citigroup

    Charlotte, NC
    2 days ago
  • $224.25k - $403.65k

     ...Reinsurance and Investment Management provides...  ...of reinsurance models and strategies designed...  ...performance and asset liability management (ALM)....  ...a subject matter expert on counterparty...  ..., Finance, or quantitative field; OR 4 years...  ...ability to assess analytical and pricing models... 
    Asset
    Full time
    H1b
    Work at office
    Remote work
    Home office
    Relocation package
    Flexible hours

    USAA - United Services Automobile Association

    Charlotte, NC
    2 days ago
  • $149.52k - $175.9k

     ...DescriptionThe Consolidated Analytics & Reporting Director leads...  .... The role supports senior management and committee discussions by...  ....Basic Qualifications• Asset Liability Management (ALM) and/or Interest...  ...Risk (IRR) experience• Quantitative Risk Management (QRM) experience... 
    Asset
    Full time
    Work experience placement
    Local area
    3 days per week

    US Bank

    Charlotte, NC
    1 day ago
  • $22 - $30 per hour

     ...strategic partnership with Accenture. This team manages the day-to-day relationship with...  ...planning systems Desired Skills : ~ Analytical Thinking ability to interpret data and...  ...company fueled by world-class asset management. But weʼre not just another legacy... 
    Asset
    Full time
    Work experience placement
    Internship
    Work at office

    TIAA

    Charlotte, NC
    4 days ago
  • Company DescriptionProSidian is a Management and Operations Consulting Services Firm focusing...  ...and are aligned at the intersections of assets, processes, policies, and people...  ...and proficient with Adobe Acrobat, data analytic tools, and Visio with the ability to quickly... 
    Asset
    Full time
    Contract work
    Work at office

    Prosidian Consultng

    Charlotte, NC
    1 day ago
  •  ...will lead a variety of implementations associated with asset and work management systems, capital project delivery and project control...  ...-solving skills.Ability to work methodically and analytically in a quantitative problem-solving environment.Ability to independently... 
    Asset
    For contractors
    Work at office

    Burns & McDonnell

    Charlotte, NC
    4 days ago
  • $105k - $128k

     ...than $1.5 trillion in assets under management, administration and...  ...in support of model portfolios and recommended...  ...improve existing analytical tools.Job DescriptionThis...  ...of qualitative and quantitative techniques to...  ...as a subject matter expert on medium scale, cross... 
    Asset
    Full time

    Ameriprise Financial

    Charlotte, NC
    2 days ago
  • $51.59k

     ...Summary Performs financial management functions including...  ...which include safeguarding of assets and complying with appropriate...  ...Experience performing basic analytical work in the area of financial...  ...Experience utilizing qualitative and quantitative data in financial reporting... 
    Asset
    Full time
    Work at office

    Federal Bureau of Investigation

    Charlotte, NC
    13 days ago
  • $130k - $150k

     ...What You’ll Do:The Quantitative Research Analyst serves in a senior analytical role within...  ...closely with Portfolio Managers to conduct fundamental...  ...and develop alpha models and portfolio...  ...maintenance of a multi-asset factor risk model...  ...support, and expert consulting to help... 
    Asset
    Full time
    Flexible hours

    Asset Mark

    Charlotte, NC
    3 days ago
  • $134.5k - $265.1k

     ...areas such as valuation modeling, cost optimization,...  ...026Work you’ll doAs a Manager on the Complex Securities...  ...and intangible asset valuation consulting experience...  ...:Master’s degree in Quantitative Finance or Financial...  ...Transactions and Business Analytics LLP, a subsidiary of... 
    Asset
    Local area

    Deloitte

    Charlotte, NC
    4 days ago
  • $119k - $130k

     ...The Risk Manager will identify, assess, and mitigate potential risks...  ..., time management, and analytical skills are required. Construction...  ...protective and other project specific liability insurance coverage as...  ...schedules of insurable assets, including all property locations... 
    Asset
    Contract work
    For contractors
    For subcontractor
    Work at office

    PC Construction Company

    Charlotte, NC
    2 days ago
  •  ...work directly with the founder and managing principal, as well as the Head of Asset Management with visibility into...  ...fixed-income strategies with quantitative analysis, screening, and performance...  ..., high-net-worth investors.   Analytical rigor. High intellectual... 
    Asset
    Full time
    Private practice
    Work at office
    Monday to Friday

    Linden Thomas and Company

    Charlotte, NC
    5 hours ago
  • $107.12k - $160.68k

     ...160,680.00Category: Product Management and Development, Professional...  ..., pricing strategy and analytics for Consumer and Small Business...  ...Citigroup, its clients and assets, by driving compliance with...  ...laws and regulationsDegree in quantitative field such as finance, economics... 
    Asset
    Full time

    Citigroup

    Charlotte, NC
    1 day ago
  •  ...,000 people, our proprietary assets and platforms, and deep ecosystem...  ..., operational, and technical models to enable modernization of...  ..., wearables, and predictive analytics to enable multi-site plant optimization...  ...importance for this role. Manage projects or workstreams... 
    Asset
    Full time
    Work experience placement
    Live in
    Work at office
    Local area

    Accenture

    Charlotte, NC
    1 day ago
  • $145k - $192.5k

     ...global economy through digital assets, payment applications, and...  ....Circle is looking for a Manager, Know Your Customer (KYC) to...  ...efficiency, scalability, and analytical rigorCollaborating with Commercial...  ...Bachelor’s degree required; quantitative, technical, or data-oriented... 
    Asset
    Flexible hours

    Circle

    Charlotte, NC
    1 day ago
  • $144.25k - $256.25k

     ...The Technical Risk Management (TRM)...  ...customers, and its assets.The successful candidate...  ...oversight by defining analytical requirements and...  ...subject-matter experts; establish clear...  ...Power BI, Excel data models, and related...  ....Experience with quantitative risk techniques,... 
    Asset

    American Express

    Charlotte, NC
    4 days ago
  •  ...(“CTC”) is a private wealth management firm launched in 2010 by Richard...  ...services, including asset allocation advice, management...  ...planning documents, assets and liabilities, and family situation and goals...  ...who have outstanding analytical skills coupled with strong organizational... 
    Asset
    Work at office

    Chilton Trust Company

    Charlotte, NC
    5 days ago
  •  ...to join our Annuity Inforce Management in Newport Beach, CA, Omaha...  ...with the Enterprise Modeling team to enhance our Prophet...  ...closely with Finance, FP&A, Asset-Liability Management (ALM), Reinsurance...  ...interpersonal skills.Excellent analytical, critical-thinking, problem... 
    Asset
    Full time
    Work at office
    Relocation package
    Flexible hours

    Pacific Life Insurance Company

    Charlotte, NC
    3 days ago

Do you want to receive more vacancies?

Subscribe and receive similar vacancies to Quantitative Analytics and Model Expert - Asset Liability Management. Be the first to apply!