Quantitative Analytics and Model Consultant Senior Validator - Market Risk and Counterparty Risk Models
Three PNC Plaza (PAA46), United States
USD 80K-185K (estimate) Senior-level Full Time
Tasks
- Analyze data quality and integrity
- Assess model conceptual soundness
- Communicate validation results to stakeholders
- Conduct performance testing
- Develop model frameworks
- Evaluate model risks
- Perform independent model reviews
- Perform independent testing of model assumptions
- Prepare validation reports
- Refine and monitor existing models
- Validate existing models
Perks/Benefits
- 401k match
- Dental insurance
- Educational assistance
- Health insurance
- Paid time off
- Pension plan
- Vision insurance
- Wellness program
Skills/Tech-stack
Credit Valuation Adjustment | Credit valuation | Data Quality | Derivative pricing | Funding Valuation Adjustment | Interest Rate | Interest rate models | MATLAB | Model Risk Management | Model Validation | Model risk | Performance Testing | Potential Future Exposure | Python | QuantLib | Quantitative Analysis | R | Regulatory Compliance | Risk Management | SQL | Stochastic Calculus | Valuation Adjustment | Value-at-Risk
Education
Regions
Countries
States
Cities
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