Quantitative Analytics & Model Analyst Senior - C&IB - Commercial
One PNC Plaza (PA370), United States
USD 55K-157K Senior-level Full Time
Tasks
- Analyze model risk and make recommendations
- Apply logistic regression and linear regression
- Build model monitoring and recalibration processes
- Collaborate with cross functional partners to define analytical requirements
- Develop quantitative and machine learning models
- Document model methodology and results
- Evaluate model performance metrics
- Perform data analysis and feature engineering
- Prepare validation and regulatory compliance documents
- Train/test/validate models
Perks/Benefits
- N/A
Skills/Tech-stack
Credit Risk | Data Analysis | Data Quality | Distributed Computing | Exposure at Default | Feature Engineering | Linear Regression | Logistic Regression | Loss Given Default | Machine Learning | Model Monitoring | Model Recalibration | Model Validation | Predictive Analytics | Probability of Default | PySpark | Python | Statistical modeling
Education
Regions
Countries
States
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