Quantitative Analytics and Model Expert - Asset Liability Management
The Tower at PNC Plaza (PAA86), United States
USD 122K-296K Senior-level Full Time
Tasks
- Develop analytics and automation
- Monitor IRRBB exposures and validate limits
- Prepare and analyze regulatory compliance documents
- Provide executive-level communication
- Provide model risk assessment and conclusions
- Quantify and analyze risks
- Review model frameworks and recommended changes
- Support IRRBB risk oversight strategy
- Validate model data quality and integrity
Perks/Benefits
- 401k match
- Dental insurance
- Health insurance
- Paid time off
- Parental leave
- Pension plan
- Vision insurance
- Wellness program
Skills/Tech-stack
Asset-liability management | Automation | Banking Book | CCAR | Data Integrity | Data Quality | Deposit modeling | Eve | Interest Rate | Interest Rate Risk | Interest Rate Risk in the Banking Book | Liability management | Model Validation | Model risk | Model risk assessment | Mortgage Portfolio | NII | OAS | Python | Quantitative Analysis | Rate Models | Regulatory Compliance | Risk Assessment | SQL
Education
Bachelor of Engineering | Bachelor of Science | Master of Science
Roles
Analyst | Manager | Model Risk Manager | Quantitative Analyst | Risk Manager
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