ALM Director - Balance Sheet Analytics (IC)
Core
Own and enhance data, code, and analytical tools supporting PNC's Quantitative Risk Management (QRM) balance sheet modeling platform for valuation and interest rate risk management.
Role type
Senior IC quantitative data engineer (balance sheet analytics)
Builds
Production code, scalable reporting solutions, automated data pipelines, and record-level analytics for balance sheet positions and risk exposures.
Domain
Financial services / Quantitative Risk Management (QRM)
Deliverable
production ML models | product features | dashboards & analysis
Required skills
Python, SQL, database management, data engineering, scalable data pipelines, production code optimization, risk analytics
Preferred skills
Java, C#, Quantitative Risk Management (QRM) software, balance sheet forecasting, economic value of equity, duration of equity, net interest income, key-rate risk, financial statements analysis
Technologies
Python, SQL, Java, C#
Responsibilities
Maintain and enhance databases supporting QRM balance sheet valuation; Develop and optimize production code and analytical tools; Build automated processes for data preparation and risk analysis; Create record-level analytics for balance sheet positions; Support daily/monthly production of balance sheet analytics and exception management; Collaborate with stakeholders to translate business requirements into data solutions; Maintain technical documentation and support regulatory/governance initiatives.
Seniority
Director, hands-on IC
