Quantitative Analytics and Model Consultant Senior - Capital Markets Models
Three PNC Plaza (PAA46), United States
USD 80K-209K Senior-level Full Time
Tasks
- Assess data quality and integrity
- Assess model design and implementation
- Assess theoretical model assumptions
- Ensure regulatory compliance documentation
- Evaluate model risk strengths and limitations
- Independently review capital markets models
- Perform quantitative model testing
- Prepare model validation reports
- Validate counterparty credit risk models
- Validate derivatives pricing models
- Validate value at risk models
Perks/Benefits
- 401k match
- Dental coverage
- Disability coverage
- Educational assistance
- Health coverage
- Life insurance
- Paid time off
- Parental leave
- Pension plan
- Vision coverage
- Wellness program
Skills/Tech-stack
Counterparty Credit | Counterparty Credit Risk | Credit Risk | Credit Valuation Adjustment | Credit valuation | Data Quality | Derivatives pricing | Funding Valuation Adjustment | Interest Rate | Interest rate modeling | Model Validation | Performance Testing | Potential Future Exposure | Python | QuantLib | Quantitative Analysis | Rate modeling | Structure modeling | Term structure | Term structure modeling | Valuation Adjustment | Value-at-Risk
Education
Regions
Countries
States
Cities
Related jobs
-
Delivery Senior Consultant, Software Engineering Solutions, Identity & Gen AI Engineer USD 155K-265KAI Agents | AWS | Access Management | Ansible | AuthenticationHybrid work model | Onsite up to 5 days per week | Professional training and development | Travel opportunitiesSenior-level Full TimeAtlanta, Georgia, United States; Charlotte, North …9h ago
-
AI Agents | AI Risk Management Framework | Access Management | Amazon Web Services | AnsibleSenior-level Full TimeArlington/Rosslyn, Virginia, United States; Baltimore, Maryland, …9h ago
-
Technical Solutions Consultant, gData BI USD 152K-222KAI Solutions | Business Intelligence | Customer Requirements | Data Architecture | Data GovernanceMid-level Full TimeSunnyvale, CA, USA; Boulder, CO, USA10h ago
-
Business Intelligence | Business Process | Business Process Analysis | Business Requirements | Cause analysisChildcare discounts | Employee assistance program | Employee discounts | Insurance benefits | Paid HolidaysSenior-level Full TimeRemote, United States R1d ago
-
Business Analysis | Business Requirements | Cause analysis | Customer Service | Data CatalogingChildcare discounts | Employee assistance program | Employee discounts | Fully remote | Healthcare coverageSenior-level Full TimeRemote, United States R1d ago
-
Business Analysis | Business Process | Business Process Analysis | Cause analysis | CollibraChildcare discounts | Employee assistance program | Employee discounts | Full remote work | Healthcare coverageSenior-level Full TimeRemote, United States R1d ago
-
Analytics Consultant USD 61K-136KAlteryx | Automation | Business Intelligence | Data Querying | Data Visualization401k plan | Annual incentive bonus plan | Disability insurance | Employee assistance program | Paid HolidaysMid-level Full TimeChicago Illinois HQ (300 E. Randolph …1d ago
-
Business Analytics Consultant - Data Reporting USD 63K-125KAgile | Data Modeling | Data Warehousing | Data integration | Excel401k match | Dental insurance | Educational assistance | Health insurance | Paid time offMid-level Full TimeThe Tower at PNC Plaza (PAA86), …1d ago
-
Bus Analytics Consultant Sr. - Project Coordination USD 60K-150KBusiness Intelligence | Data Quality | Data integration | Performance Metrics | Statistical Analysis401k match | Dental insurance | Disability insurance | Educational assistance | Health insuranceSenior-level Full TimePNC Center - Cleveland (OH001), United …1d ago
-
Data Analyst USD 77K-129KCause analysis | Data Lakes | Data Modeling | Data Visualization | Data Warehousing401k retirement plan | Disability insurance | Employee referral program | Flexible benefits package | Health savings accountSenior-level Full TimeClient Office: Scott Air Force Base, …1d ago
-
Access Management | Amazon Redshift | Amazon S3 | Amazon SageMaker | Apache IcebergSenior-level Full TimeBoston, Massachusetts, USA1d ago
-
Cash Flow | Cash flow modeling | Credit Risk | Dashboarding | Data AnalysisMid-level Full TimeHeadquarters 4, United States2d ago
-
Senior-level Full TimeNew York, NY, United States4d ago
-
Delivery Consultant, Data Engineering and Gen AI USD 97K-179KAmazon Web Services | Apache Spark | Artificial Intelligence | Cloud Computing | Cloud platformMid-level Full TimeGilbert, Arizona, United States; Lake Mary, …4d ago
-
Data Modeling & Data Governance Senior Consultant - Global Employer Services Technology USD 84K-141KData Governance | Data Lineage | Data Modeling | Data Quality | Data StandardsHybrid work model | Travel up to 10 percentSenior-level Full TimeAustin, Texas, United States; Dallas, Texas, …4d ago
-
AI Model Lineage | AI model | AI model governance | Agile | Agile delivery401k plan | Healthcare benefits | Paid Holidays | Paid time offMid-level Full TimeAtlanta GA - 303 Peachtree Center …4d ago
-
Analytics | Cause analysis | Collibra | Dashboards | Data Architecture401k plan | Dental insurance | Disability insurance | Life insurance | Medical insuranceMid-level Full TimeAtlanta GA - 303 Peachtree Center …4d ago
-
AWS | Azure | Cloud platform | Data Analysis | Data Compliance401k | Annual discretionary bonus | Dental insurance | Holiday pay | Medical insuranceSenior-level Full TimeNew York - 300 Madison Avenue, …4d ago
-
Business Consultant, Quantitative Data USD 145K-242KAWS | Databricks | FTP | HTTP | JSON401-k plan | Adoption Assistance | Annual wellness allowance | Commuter assistance | Dental insuranceMid-level Full TimeUSA-New York-28 Liberty Street, United States4d ago
-
Senior Lead Analytics Consultant -- Auto Originations USD 139K-239KAnalytics | Credit Risk | Cross-Functional Collaboration | Cross-functional | Dashboard DevelopmentHybrid work schedule | On-site work optionSenior-level Full Time111432-TX-Las Colinas Bldg A, Irving Campus, …4d ago
-
Quantitative Analytics Sr. Manager USD 147K-274KCredit Risk | Data Modeling | Data Quality | Data analytics | Financial Analysis401k match | Dental insurance | Health insurance | Paid time off | Vision insuranceSenior-level Full TimeN VA Headquarters (VA227), United States4d ago
-
Business Analytics Consultant USD 60K-150KAccounting | Data Modeling | Data Quality | Data Validation | Data Visualization401k match | Back Up Child Eldercare | Dependent care reimbursement | Disability coverage | Educational assistanceMid-level Full TimeOne PNC Plaza (PA370), United States4d ago
-
Data Visualization | Data Wrangling | Data leakage | Descriptive Statistics | Machine LearningFlexible work options | In-office presenceMid-level Full Time4900 Tiedeman Road, Brooklyn, OH, United …4d ago
-
Dashboard Development | Data Governance | Data Quality | Data Visualization | Data analyticsNo state benefits | Remote work flexibility | Temporary consulting engagement | Travel for meetingsSenior-level ContractChicago, IL, US, 60605 R4d ago
-
Data Governance | Data Quality | Distributed Computing | Generative AI | Loss forecastingEducational assistance | Health insurance | Paid time off | Wellness programSenior-level Full TimeOne PNC Plaza (PA370), United States5d ago