THE PNC FINANCIAL SERVICES GROUP – $64,147.00/Year

Must have experience with i developing credit scoring models to be used in credit lending decisions; ii validating and monitoring credit scoring models to assess the model related risk in credit lending decisions; iii designing loss forecasting models to project cash flows consistent with macroeconomic conditions; iv performing portfolio analysis to assess default risk in the retail credit portfolio; v analyzing extensive credit bureau attributes and behavioral variables to evaluate default probabilities of retail loan customers; vi performing quantitative analyses on the banking retail lending products including personal loans, credit cards, overdraft, auto loans, and mortgage; vii using traditional algorithms including logistic regression, decision tree, and machine learning algorithms to estimate likelihood of default of customers and forecast credit loss; viii performing data analysis with SQL, SAS EGP, and SAS Miner; and ix documenting, communicating, and monitoring the model risks to manage the model risk across bank decisions including credit lending decisions, loss forecasting, account management, and collection.br br From Section H.10B Experience in financial modeling and quantitative validation in a financial analyst or statistical analyst role at a bank or financial service companybr br Note Because there is no primary experience requirement in H.6, the Kellogg language is not required.