Job Description
**Job Description**
The PNC Financial Services Group, Inc. seeks a Bank Investment Risk Specialist Senior in Pittsburgh, PA. Work within the Market Risk Management department and provide advanced quantitative and financial analyses utilizing financial risk modeling software programs and modeling tools in support of monitoring market risk. Specific duties include: (1) operating financial models related to market risk, liquidity risk, capital adequacy, regulatory reporting requirements and/or credit/counterparty exposures; (2) maintaining risk management models including review and validation of data sources, documentation, outputs; (3) analyzing results of various processes such as Value-at-Risk (VaR) models, Potential Future Exposure (PFE) models, economic capital models, liquidity stress tests, backtesting and/or P&L attribution to support current regulatory requirements; (4) assessing and understanding movements in risk parameters and their impact on risk; (5) leading and ex...
The PNC Financial Services Group, Inc. seeks a Bank Investment Risk Specialist Senior in Pittsburgh, PA. Work within the Market Risk Management department and provide advanced quantitative and financial analyses utilizing financial risk modeling software programs and modeling tools in support of monitoring market risk. Specific duties include: (1) operating financial models related to market risk, liquidity risk, capital adequacy, regulatory reporting requirements and/or credit/counterparty exposures; (2) maintaining risk management models including review and validation of data sources, documentation, outputs; (3) analyzing results of various processes such as Value-at-Risk (VaR) models, Potential Future Exposure (PFE) models, economic capital models, liquidity stress tests, backtesting and/or P&L attribution to support current regulatory requirements; (4) assessing and understanding movements in risk parameters and their impact on risk; (5) leading and ex...