Director - Asset and Liability Management - PNC - Tysons Corner

Job Description
PNC is seeking a Director for the Asset & Liability Management Team. This position will provide analytical modeling support in the development and implementation of PPNR and CCAR/DFAST stress testing and ALM models. This role will work closely with A&L Finance in the orchestration of PNC’s overall CCAR/DFAST strategy.

Essential Job Duties

· Develop and enhancing PPNR and CCAR/DFAST stress testing models.

· Perform quantitative and econometric analysis on large and incomplete datasets to extract key insights.

· Partner with lines of business in understanding specific line items of PNC’s balance sheet and income statements to gain the knowledge needed to successfully model the items behavior.

· Prepare detailed documents for model validation, including description and discussion of underlying principles, model results, benchmarking and sensitivity analysis.

· Work with various review teams including model risk management, internal and external audit, and regulators.

Candidates Will Have The Following Qualifications

·Bachelor’s degree is require in Business related field. Preferably in a quantitative discipline, such as Quantitative Finance, Applied Mathematics, Statistics, Economics, Computational Finance, or Engineering discipline.

· Minimum of 5 year of relevant experience is required. Preferably in model development, model validation and in the financial services industry.

· Excellent communication and presentation skills; ability to work closely with cross-functional teams comprising experts is valuable.

· Ability to work in a team environment and build strategic work relationships with other internal staff and service.

· Strong programming skills and ability to use advanced statistical programming languages (e.g., SAS, S+, R, Matlab, etc.) and database management is a plus.

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