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Job description
PNC in New York, NY seeks a Managing Director, Agency MBS & MSR Modeling in the CIO office. This in-office role partners with Portfolio Management to develop and enhance models driving Agency MBS and MSR investments and risk decisions.
You will build term structures, cashflow models, and conduct empirical research on loan-level data, collaborating with senior PMs and governance teams to ensure robust model performance and regulatory alignment.
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Worksite address
new york, NY, 10261, US
Who can apply
Review the original listing for work authorization, qualifications and employer requirements.