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ALM Director
PNC
Mc Lean, VA, United States
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ALM Director - Balance Sheet Analytics (IC)
Position Overview
At PNC, our people are our greatest differentiator and competitive advantage in the markets we serve. We are all united in delivering the best experience for our customers. As an ALM Director- Balance Sheets Analytics within PNC's Business Analytics Group, you will be based in McLean, Virginia.
In this role, you will be the key individual that responds to inquires from government regulators (OCC, Federal Reserve Bank) . You will focus on creating, running and internally validating regulatory models such as CCAR, CECL and BASL.
Seeking experienced candidates BS/MS/PhD with 8 years of model related experience. Expert level experience with SAS or R.
Job Profile
• Executes business strategy, process improvements and remediation activities. Performs financial analysis, conducts research and prepares and delivers presentations. Participates in stress testing efforts.
• Based on own discretion, researches and collects information for PNC's balance sheet.
• Analyzes, reviews and presents risk analytics/stress testing material including documentation and templates to senior team members.
• Influences lines of business in understanding specific line items of PNC's balance sheet and income statement. Works with various review teams, including model risk management, internal and external audit and regulators.
• Executes business strategy, process improvements and remediation activities. Manages ALM staff and processes.
Core Competencies
Manages Risk - Working Experience
• Assesses and effectively manages all of the risks associated with their business objectives and activities to ensure activities are in alignment with the bank's and unit's risk appetite and risk management framework.
Customer Focus - Extensive Experience
• Knowledge of the values and practices that align customer needs and satisfaction as primary considerations in all business decisions, and ability to leverage that information in creating customized customer solutions.
Job Specific Competencies
Effective Communications - Extensive Experience
• Understanding of effective communication concepts, tools and techniques; ability to effectively transmit, receive, and accurately interpret ideas, information, and needs through the application of appropriate communication behaviors.
Decision Making and Critical Thinking - Working Experience
• Understanding of the issues related to the decision-making process; ability to analyze situations fully and accurately, and reach productive decisions.
Data Gathering and Reporting - Extensive Experience
• Knowledge of and ability to utilize tools, techniques and processes for gathering and reporting data in a particular department or division of a company.
Regulatory Environment - Financial Services - Extensive Experience
• Knowledge of and ability to help an organization adapt to applicable federal, state, local, and company-specific regulations, policies, and guidelines affecting business practices.
Asset and Liability Management (ALM) - Extensive Experience
• Knowledge of asset and liability tools, techniques and business practices; ability to manage, measure, and monitor risks associated with assets and liabilities.
Market Risk - Extensive Experience
• Knowledge of processes, tools, and techniques used for analyzing market risk; ability to assess and manage investment exposures to market risk.
Required Education and Experience
Roles at this level typically require a university / college degree. Higher level education such as a Masters degree, PhD, or certifications is desirable. Industry relevant experience is typically 8+ years. Specific certifications are often required. In lieu of a degree, a comparable combination of education and experience (including military service) may be considered.
Total Hours Per Week
40
EEO Statement
PNC provides equal employment opportunity to qualified persons regardless of race, color, sex, religion, national origin, age, sexual orientation, gender identity, disability, veteran status, or other categories protected by law