Job Profile
The PNC Financial Services Group, Inc.
seeks a Market Investment Risk Professional II in Pittsburgh, PA to work within the Market Risk Management department and provide advanced quantitative and financial analyses in the areas of balance sheet management, capital markets, counterparty risk, liquidity and/or investments, utilizing mathematic and/or statistical applications, tools, models and computer programming languages.
This role will also support senior management in the development, implementation, and communication of complex risk management methodologies, policies and processes.
This position offers the ability to telecommute with appropriate telecommuting systems for up to two days per week, with a minimum of three days per week in the office.
Duties include:
(i) implement and operate financial models/tools related to market risk, liquidity risk, investment risk, capital adequacy, regulatory reporting requirements and/or credit/counterparty exposures; (ii) maintain risk management models/tools including review and validation of data sources, documentation and outputs; (iii) analyze and effectively communicate results of various processes such as market risk models/tools or reporting systems to support internal risk monitoring and/or regulatory requirements; (iv) assess and understand movements in risk parameters and their impact on risk; (v) initiate, lead and/or execute analytical projects, from solution design and data integrity evaluation through documentation and implementation; (vi) develop processes and complex quantitative analytical tools to measure, monitor and report market, liquidity and/or investment risk exposures; (vii) develop reporting infrastructure, including databases, for financial products, leveraging knowledge of computational methodologies, and assist other business groups to better utilize system capabilities and meet requirements; (viii) partner with model developers to design and user acceptance test new market risk models/tools; (ix) communicate effectively with internal and external stakeholders to support independent review and challenge, implementation, etc.; (x) advise and respond to business unit partners and other stakeholders on market, liquidity and/or investment risk related issues; and (xi) provide recommendations to ensure market, liquidity and/or investment risks are appropriately measured, monitored and reported.
Master's degree in Computational Finance, Quantitative Finance, Economics, Financial Engineering, Statistics, or Applied Mathematics plus 1 year of financial industry experience relevant to market risk management is required.
Must know (from any completed university-level coursework, seminars, workshops, or real-world, hands-on experience) the following:
(i) risk management concept of Value at Risk; (ii) markets and valuation of financial products including fixed income securities and derivatives; (iii) statistical methods for analyzing financial data including regression and time series analyses using statistical languages; (iv) probabilistic techniques for finance including financial models that rely on stochastic calculus; (v) numerical methods for finance including Monte Carlo and optimization methods and finite difference methods for partial differential equations; and (vi) financial computing and analysis of financial data using languages including R, Python, and Matlab.
40 hours/week, 8:
00 a.m.-5:
00 p.m.
Benefits
PNC 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 pncbenefits.com > 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 *** and say "Workday" 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 Residents
Refer to the California Consumer Privacy Act Privacy Notice to gain understanding of how PNC may use or disclose your personal information in our hiring practices.
United States - PA - PA - Hanover
May 19, 2024
This position provides cloud architectural oversight of the organizations multi cloud infrastructure. • This role will focus on the advancement of the cloud strategy, maturing the foundational cloud capabilities and providing a flexible platform for the business in collaboration with our managed...
United States - PA - PA - Richboro
April 29, 2024
Description • At Citizens, tailored advice, personalized experiences, and innovative ideas, products, and solutions, are central to helping clients navigate changing circumstances. In this role, you'll deepen relationships with your clients by collaborating with peers across banking, lending...
United States - PA - PA - West Hazleton
April 29, 2024
Description • At Citizens, tailored advice, personalized experiences, and innovative ideas, products, and solutions, are central to helping clients navigate changing circumstances. In this role, you'll deepen relationships with your clients by collaborating with peers across banking, lending...
United States - PA - PA - Chicora
May 19, 2024
This vacancy is for an RN at a 114-bed facility in CHICORA, PA. • Registered Nurse - Flexible Work Schedule • Have you had enough of mandatory overtime, weekends, and holidays?Tired of waiting for Friday to get paid? You've come to the right place. Registered nurses nationwide choose ShiftMed to...
United States - PA - PA - Philadelphia
May 19, 2024
This vacancy is for an RN at a facility in Philadelphia, PA. • Now Hiring Registered Nurses • Are you over mandatory overtime, weekends, and holidays?Tired of waiting for Friday to get paid? You've come to the right place. Registered nurses nationwide choose ShiftMed to work when, where, and how...
United States - PA - PA - Elkins Park
May 19, 2024
1735 Market St (16035), United States of America, Philadelphia, PennsylvaniaSenior Lead Software Engineer, Full StackDo you love building and pioneering in the technology space? Do you enjoy solving complex business problems in a fast-paced, collaborative, inclusive, and iterative delivery...
United States - PA - PA - Chicora
May 19, 2024
This vacancy is for an RN at a 114-bed facility in CHICORA, PA. • Registered Nurse - Flexible Work Schedule • Have you had enough of mandatory overtime, weekends, and holidays?Tired of waiting for Friday to get paid? You've come to the right place. Registered nurses nationwide choose ShiftMed to...
United States - PA - PA - Cheswick
May 19, 2024
This vacancy is for an RN at a 130-bed facility in CHESWICK, PA. • Registered Nurse - Flexible Work Schedule • Have you had enough of mandatory overtime, weekends, and holidays?Tired of waiting for Friday to get paid? You've come to the right place. Registered nurses nationwide choose ShiftMed to...
United States - PA - PA - Nanticoke
April 29, 2024
Description • At Citizens, tailored advice, personalized experiences, and innovative ideas, products, and solutions, are central to helping clients navigate changing circumstances. In this role, you'll deepen relationships with your clients by collaborating with peers across banking, lending...
United States - PA - PA - Monroeville
May 19, 2024
This vacancy is for an RN at a 120-bed facility in MONROEVILLE, PA. • Registered Nurse - Flexible Work Schedule • Have you had enough of mandatory overtime, weekends, and holidays?Tired of waiting for Friday to get paid? You've come to the right place. Registered nurses nationwide choose ShiftMed to...
United States - PA - PA - Kingston
April 29, 2024
Description • At Citizens, tailored advice, personalized experiences, and innovative ideas, products, and solutions, are central to helping clients navigate changing circumstances. In this role, you'll deepen relationships with your clients by collaborating with peers across banking, lending...
United States - PA - PA - Schuylkill Haven
May 19, 2024
This vacancy is for an RN at a 142-bed facility in SCHUYLKILL HAVEN, PA. • Registered Nurse - Flexible Work Schedule • Have you had enough of mandatory overtime, weekends, and holidays?Tired of waiting for Friday to get paid? You've come to the right place. Registered nurses nationwide choose...
United States - PA - PA - Hanover
April 26, 2024
3rd Shift Sunday through Thursday 9:45pm-6:00am • Starting Rate $20.50/hr • Clean, climate controlled work environment • Excellent Benefits after 30 days • Vacation Time after 90 days • Job Purpose • To operate production machinery safely and efficiently; maintain...
United States - PA - PA - Allentown
May 19, 2024
Description At Selective, we don't just insure uniquely, we employ uniqueness. Our Business Selective is a midsized U.S. domestic property and casualty insurance company with a history of strong, consistent financial performance for nearly 100 years.Selective's unique position as both a leading...
United States - PA - PA - Murrysville
May 19, 2024
This vacancy is for an RN at a facility in MURRYSVILLE, PA. • Registered Nurse - Flexible Work Schedule • Have you had enough of mandatory overtime, weekends, and holidays?Tired of waiting for Friday to get paid? You've come to the right place. Registered nurses nationwide choose ShiftMed to work...
United States - PA - PA - Elizabethtown
May 19, 2024
Text to Apply! Text JOIN3508 to 845-400-TEAM (3508) COMPANY OVERVIEW: Balchem Corporation develops, manufactures, and markets specialty ingredients that improve and enhance the health and well-being of life on the planet, providing state-of-the-art solutions and the finest quality products for a...
United States - PA - PA - Greensburg
May 19, 2024
This vacancy is for an RN at a 120-bed facility in GREENSBURG, PA. • Registered Nurse - Flexible Work Schedule • Have you had enough of mandatory overtime, weekends, and holidays?Tired of waiting for Friday to get paid? You've come to the right place. Registered nurses nationwide choose ShiftMed to...
United States - PA - PA - Lancaster
April 29, 2024
Description • At Citizens, tailored advice, personalized experiences, and innovative ideas, products, and solutions, are central to helping clients navigate changing circumstances. In this role, you'll deepen relationships with your clients by collaborating with peers across banking, lending...
United States - PA - PA - New Castle
May 19, 2024
This vacancy is for an RN at a 118-bed facility in NEW CASTLE, PA. • Registered Nurse - Flexible Work Schedule • Have you had enough of mandatory overtime, weekends, and holidays?Tired of waiting for Friday to get paid? You've come to the right place. Registered nurses nationwide choose ShiftMed to...
United States - PA - PA - Chambersburg
May 19, 2024
This vacancy is for an RN at a facility in Chambersburg, PA. • Registered Nurse - Flexible Work Schedule • Have you had enough of mandatory overtime, weekends, and holidays?Tired of waiting for Friday to get paid? You've come to the right place. Registered nurses nationwide choose ShiftMed to work...
United States - PA - PA - Glen Mills
May 19, 2024
This vacancy is for an RN at a 92-bed facility in GLEN MILLS, PA. • Now Hiring Registered Nurses • Are you over mandatory overtime, weekends, and holidays?Tired of waiting for Friday to get paid? You've come to the right place. Registered nurses nationwide choose ShiftMed® to work when, where, and...
United States - PA - PA - Penn Hills Twp
May 19, 2024
*JOB TITLE (#1167): RN Health Care Facility Surveyor - New Jersey* • CMS's Long-Term Care Basic Training and SMQT certification are required • Impact Recruiting Solutions is currently seeking a RN Health Care Facility Surveyor to fill an opening with a Quality Improvement Consulting Company and will...
United States - PA - PA - Blue Bell
April 29, 2024
Description • At Citizens, tailored advice, personalized experiences, and innovative ideas, products, and solutions, are central to helping clients navigate changing circumstances. In this role, you'll deepen relationships with your clients by collaborating with peers across banking, lending...
United States - PA - PA - Harrisburg
April 27, 2024
*A Little About Us • Innovative, collaborative minds wanted. • The world loves Postgres. • We envision a world where organizations thrive by harnessing the full power of Postgres, the world's fastest growing and most loved and used open source database. • Our mission is to enable...
United States - PA - PA - Glen Mills
May 19, 2024
This vacancy is for an RN at a 92-bed facility in GLEN MILLS, PA. • Now Hiring Registered Nurses • Are you over mandatory overtime, weekends, and holidays?Tired of waiting for Friday to get paid? You've come to the right place. Registered nurses nationwide choose ShiftMed® to work when, where, and...
United States - PA - PA - Indiana
May 19, 2024
Do you have a passion for education and being a part of a mission-driven organization? Do you want to join a fast-growing company with excellent benefits, such as competitive health and wellness benefits, tuition reimbursement, generous paid time off, and so much more? New Story Schools in Indiana,...
United States - PA - PA - Sarver
May 19, 2024
This vacancy is for an RN at a 66-bed facility in SARVER, PA. • Registered Nurse - Flexible Work Schedule • Have you had enough of mandatory overtime, weekends, and holidays?Tired of waiting for Friday to get paid? You've come to the right place. Registered nurses nationwide choose ShiftMed to work...