Open role
Agency MBS Modeler - Asset Liability Management (ALM)
For nearly 160 years, PNC
NY New York 10173Posted Aug 1, 2026 · 2h ago$109k – $203k
Full-time$109k – $203kMid LevelOn-siteBanking
About this role
Develop and research industry-leading models for the Agency MBS investment portfolio, focusing on prepayment, term structure, and mortgage rate dynamics. Analyze prepayment behavior and generate insights to support investment decisions within PNC's Analytics and Modeling organization.
What we are looking for
6- Develop and update prepayment, term structure, and mortgage rate models
- Analyze prepayment behavior and generate insights
- Perform complex quantitative analyses and model development
- Validate and refine existing models
- Assess model risks and limitations
- Prepare documentation for regulatory compliance
Work authorization
No visa sponsorship is available.