Portfolio Analytics &Strategy Analyst Sr - Fraud

PNC - Pittsburgh, PA

Full-time - Mid Level

Pittsburgh, PA

Credit Intermediation and Related Activities

About the position

As a Portfolio Analytics & Strategy Analyst Senior at PNC, you will play a crucial role in developing, implementing, and maintaining Fraud Models that support both retail and commercial businesses. This position requires a strong background in financial crimes, machine learning, and big data analytics. You will collaborate with various business partners and present your findings to senior executives and regulators, contributing to the company's success through data-driven strategies.

Responsibilities

• Develop, implement, and maintain Fraud Models for retail and commercial businesses.
• Collaborate with business partners across different lines of business including Retail, Commercial, Technology, Security, and Enterprise Fraud.
• Present analytical findings to peers, senior executives, and regulators.
• Run complex business performance, risk, and operational analytics.
• Synthesize analytical results to recommend and implement business strategies that improve lending decisions and manage risk.
• Establish baselines for strategies and track performance against expectations.
• Apply predictive models and third-party data to develop segmentation and targeting strategies.
• Manage engagements with internal and external information suppliers to ensure solutions are fit for purpose.
• Design and enhance standard reporting suites for product and portfolio reviews.
• Collaborate with Finance and Risk partners to assess and establish credit risk appetite.

Requirements

• Experience in financial crimes and fraud detection.
• Knowledge of machine learning applications and their explainability.
• Experience with big data structuring and computation.
• Strong problem-solving skills and ability to perform ad hoc analyses.
• Excellent written and communication skills, both technical and non-technical.
• Ability to work under tight timelines and be a collaborative team player.
• Self-starter with a desire to learn and knowledge of continuous improvement.
• PhD or Masters in a quantitative field.

Nice-to-haves

• Solid experience in coding with Python/R, specifically PySpark or other big data applications.
• Experience in Banking/Financial Services/Consulting/Technology.
• Experience with Machine Learning models including deep learning and large language models.
• Familiarity with the Model Development Lifecycle.

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
• Robust wellness program with financial incentives
• Maternity and/or parental leave
• Up to 11 paid holidays each year
• 8 occasional absence days each year
• 15 to 25 vacation days each year depending on career level and years of service.