Description
Performs complex quantitative analyses and models development to support decision-making by running quantitative strategies.Develops new model frameworks by supporting the line of business. Refines, monitors, and validates existing models. Conducts on-going communication with model owners and model developers during the course of the review. Works with large data to create models.Performs advanced qualitative and quantitative assessments on all aspects of models including theoretical aspects, model design and implementation as well as data quality and integrity. Reviews reports and associated quantitative analysis. Validates existing models and assesses model risks.Evaluates identified model risks and reaches conclusions on strengths and limitations of the model.Prepares and analyzes detailed documents for validation and regulatory compliance, using applicable templates.PNC Employees take pride in our repu...