Portfolio Analytics & Strategy Specialist (Fraud Model Analyst)

As a Portfolio Analytics & Strategy Specialist (Fraud Model Analyst) within PNC's Technology organization, you will be based in Cleveland/Strongsville OH, Pittsburgh PA, Birmingham AL, Dallas TX, Phoenix AZ or Denver CO. The role oversees the development, testing, and validation of quantitative models (machine learning and statistical) used for detecting and deterring fraud; conducts robust and comprehensive model testing, monitoring, defect resolution, and analysis; provides financial and regulatory reporting and analyses; runs complex business performance, risk and operational analytics; applies predictive models, third party data, and other tools to develop segmentation and targeting; works with business, credit, data, and model development partners to design, develop, and monitor test designs and analytical reporting; and collaborates with the line of business, Finance, and Risk partners to assess and establish credit risk appetite.

Responsibilities

Oversees the development, testing, and validation of quantitative models (machine learning and statistical) used for detecting and deterring fraud; Conducts robust and comprehensive model testing, model monitoring, defect resolution, and analysis in accordance with model development lifecycle standards; Conducts ongoing communication and support for model users, including downstream model owners; Directs complex qualitative and quantitative assessments of all aspects of models including theoretical aspects, model design and implementation as well as data quality and integrity; Leads in evaluating identified model risks, defects, and issues, and reaches conclusions on strengths and limitations of the model; Conducts ongoing communication with oversight, validation, risk management, internal audit, external audit, and regulatory compliance partners; Provides leadership, direction, and oversight to model developers; Provides coaching, training, direction, and best practices to the modeling team; Manages the work-sets of multiple model developers in remote locations; Solves business problems using a structured, analytically rigorous approach; Provides financial and regulatory reporting and analyses; Runs complex business performance, risk and operational analytics; Applies predictive models, third party data, and other tools to develop and execute segmentation and targeting for acquisition and portfolio strategies; Works with business, credit, data, and model development partners to design, develop, and monitor test designs and analytical reporting; Collaborates with the line of business, Finance, and Risk partners to assess and establish credit risk appetite

Requirements

Python; R Language; SQL; Statistical Modeling; Validation; Data Science; Statistics; Data Analytics; Graph Database experience; Data Correlation and Visualization; Proficiency with R or Python and Hadoop; Proficiency in SQL and working with large datasets; Solid understanding of probability, linear algebra and statistical modeling; Analytical Approach; Banking Products; Big Data Management and Analytics; Business Analytics; Credit Risk; Mathematics of Financial Instruments; Operational Risk; Performance Measurement; Predictive Analytics; Pricing Models and Analytics; Regulatory Environment - Financial Services; Risk Management Banking; University/college degree with 5+ years of industry-relevant experience; Bachelors

Nice to have

SAS; Trillium; Tableau; Knowledge of data management; Analytical Thinking; Credit Risks; Financial Analysis; Model Development; Operational Risks; Quantitative Models; Risk Appetite

Benefits

Medical/prescription drug coverage with Health Savings Account feature; Dental and vision options; Employee and spouse/child life insurance; Short and long-term disability protection; 401(k) with PNC match; Pension and stock purchase plans; Dependent care reimbursement account; Back-up child/elder care; Adoption, surrogacy, and doula reimbursement; Educational assistance; Wellness program with financial incentives; Maternity and/or parental leave; Up to 11 paid holidays each year; 9 occasional absence days each year; 15 to 25 vacation days each year