Capital Roles

PNC

Quantitative Analytics & Model Consultant Senior - Market Risk

New York +7 more · Quantitative & Portfolio Analytics · Posted Jul 30, 2026

Excerpt from PNC's posting

This role will develop and enhance core Market Risk and Counterparty Risk analytics, focusing on Value at Risk (VaR) models but also spanning Potential Future Exposure (PFE), and Interest Rate Risk in the Banking Book (IRRBB).

Read the full description on PNC's site (opens in a new tab)

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