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Model Reporting and Metrics Specialist - Pittsburgh, PA

First National Bank
United States, Pennsylvania, Pittsburgh
March 24, 2023
Primary Office Location:100 Federal Street. Pittsburgh, Pennsylvania. 15212. Join our team. Make a difference - for us and for your future.

Position Title: Model Reporting and Metrics Specialist

Business Unit: Risk Management

Reports to: Risk Applications Manager

Position Overview:

This position is primarily responsible for all aspects of model and rule effectiveness within the Risk group and risk application. The incumbent will review SAS reports and other data points to establish rule improvements and model tuning opportnities to drive a higher alert to case percentage.

Primary Responsibilities:

Understands the conceptual framework and assumptions of statistical and business models used within the Risk Application. Understands how models and rules are being used in the business risk decision making process and the material impact to our financial statement and risk measurement.

Conducts robust and comprehensive model validation testing and analysis according to the Risk Application and Fraud Policy. Independently reproduces statistical analyses to validate model outputs.

Supports risk business objectives and projects as assinged by the Director of Enterprise Fraud Risk and the PMO, including delivery of strategic and project initiatives.

Supports risk business objectives and projects as assinged by the Director of Enterprise Fraud Risk and the PMO, including delivery of strategic and project initiatives.

Performs other related duties and projects as assigned.

All employees have the responsibility and the accountability to serve as risk managers for their businesses by understanding, reporting, responding to, managing and monitoring the risk they encounter daily as required by F.N.B. Corporation's risk management program.

F.N.B. Corporation is committed to achieving superior levels of compliance by adhering to regulatory laws and guidelines. Compliance with regulatory laws and company procedures is a required component of all position descriptions.

Minimum Level of Education Required to Perform the Primary Responsibilities of this Position:

BA or BS

Minimum # of Years of Job Related Experience Required to Perform the Primary Responsibilities of this Position:

5

Skills Required to Perform the Primary Responsibilities of this Position:

Excellent project management skills

Excellent communication skills, both written and verbal

Excellent customer service skills

Excellent organizational, analytical and interpersonal skills

Ability to use a personal computer and job-related software

MS Word - Basic Level

MS Excel - Intermediate Level

MS PowerPoint - Basic Level

PhD preferred. Education in Mathematics, Statistical Modeling, Computational Finance, Economics or related. Experience with development of testing methodologies and creation of working papers and SAS or similar software.

Licensures/Certifications Required to Perform the Primary Responsibilities of this Position:

N/A

Physical Requirements or Work Conditions Beyond Traditional Office Work:

N/A

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