Key responsibilities include:* Developing and maintaining VaR, stress, and exposure models used for risk limits, reporting, and regulatory submissions* Enhancing IRRBB analytics (NII/EVE sensitivities, scenarios, optionality, and hedging effectiveness) and aligning them with ALM and Treasury frameworks* Supporting FRTB, CCAR, and CECL‑related analytics, including methodology development, benchmarking, and model impact assessments* Providing quantitative support for new products, portfolio changes, and strategic initiatives within Capital Markets and the balance sheet* Partnering with Model Risk Management to support model validation, audits, and regulatory reviewsRequired skills and experience:* 8+ years of industry experience in market risk analytics, quantitative modeling, or front‑office/trading analytics* Strong understanding of market risk and counterparty risk frameworks, including VaR, stress testing, PFE, IRRBB, and FRTB; CCAR and CECL experience is a plus* Strong programming skills in Python for model implementation, data analysis, and automation* Ability to work hands‑on, independently, manage multiple priorities, and deliver under tight deadlines* Practical experience with Numerix, Murex, Bloomberg, and QRM preferredPNC is an in-office company that fosters a supportive culture where employees can thrive and achieve balance. As a Quantitative Analytics & Model Expert within PNC's Market Risk organization, you will be based in Pittsburgh PA, New York NY, Cleveland OH or Tysons Corner VA.As a Risk Analytics Quantitative Expert within PNC's Market Risk organization, you will be based in New York, NY, Pittsburgh, PA, Cleveland, OH, or Tysons Corner, VA.This role will own, develop, and enhance core Market Risk and Counterparty Risk analytics, spanning Value‑at‑Risk (VaR), Potential Future Exposure (PFE), and Interest Rate Risk in the Banking Book (IRRBB).