Quantitative Analytics & Model Development Consultant Senior
PNC Financial Services
- Tysons Corner, VA
- Permanent
- Full-time
10MM or variables (
100)) and simulation for major loan product (
$10B exposure) under transition matrix framework; (iv) applying traditional algorithms including logistic and linear regression, decision tree, clustering, and machine learning algorithms to estimate probability of loan default and credit loss; (v) performing advanced data manipulations and developing quantitative models/tools using programming languages including SAS, SQL, Python, and R; (vi) conducting quantitative model performance testing using error metrics and creating technical documentation to evaluate the forecasting outcomes for credit risk models; and (vii) model development for stress testing (CCAR/DFAST) and allowance (ALLL/CECL) purposes.40 hours/week, 8:00 a.m.–5:00 p.m.BenefitsPNC offers employees 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; maternity and parental leave; paid holidays, vacation days and occasional absence time; 401(k), pension and stock purchase plans; dependent care reimbursement account; back-up child/elder care; adoption assistance; educational assistance and a robust wellness program with financial incentives. To learn more about these and other programs, including benefits for part-time employees, visit
New to PNC.Disability Accommodations Statement:If an accommodation is required to participate in the application process, please contact us via email at . 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 877-968-7762 and select Option 4: Recruiting 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.California ResidentsRefer to the to gain understanding of how PNC may use or disclose your personal information in our hiring practices.