Portfolio Analytics &Strategy Analyst Sr - Fraud

PNC - Pittsburgh, PA

Full-time - Mid Level

Pittsburgh, PA

Credit Intermediation and Related Activities

About the position

The Portfolio Analytics & Strategy Analyst Senior at PNC is responsible for developing, implementing, and maintaining fraud models that support retail and commercial businesses. This role requires collaboration with various business partners and involves presenting analytical findings to senior executives and regulators. The position emphasizes the importance of financial crimes knowledge, machine learning applications, and process optimization.

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.
• Analyze large datasets to improve risk-adjusted returns and deliver profitable growth.
• Synthesize analytical results to recommend and implement business strategies that enhance 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 for acquisition and portfolio strategies.
• Manage engagements with internal and external information suppliers to ensure solutions are fit for purpose.
• Work with business, credit, data, and model development partners to design and monitor test designs and analytical reporting.

Requirements

• Experience in financial crimes, machine learning applications, and big data structuring.
• Strong coding skills in Python/R, specifically with PySpark or other big data applications.
• Excellent written and communication skills, both technical and non-technical.
• Problem-solving skills and ability to conduct ad hoc analyses.
• Ability to work under tight timelines and be a collaborative team player.
• Self-starter with curiosity for continuous improvement and optimization.
• PhD or Masters in a quantitative field.
• Relevant experience in Banking, Financial Services, Consulting, or Technology.
• Experience in Fraud/Financial Crimes/Anti-money laundering detection and prevention.
• Experience with machine learning models, including deep learning and graph databases.
• Familiarity with the Model Development Lifecycle.

Nice-to-haves

• Experience with deep learning and large language models.
• Knowledge of continuous improvement methodologies.

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, including select programs fully paid.
• Robust wellness program with financial incentives.
• Paid 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.