Life at PNC

Meet Our Employees

Alex

Rock

Model Risk Expert

INDEPENDENT RISK MANAGEMENT

 Pittsburgh    Joined PNC: 2013

PNC targets every type of customer to serve their financial needs. As a Main Street bank, PNC focuses on fostering achievement and creating a sense of financial well-being for all.

I validate statistical models to help PNC manage model risk. My role is to be a statistician and to evaluate how well statistical evidence has been created, presented, and interpreted by others. I validate between 12 and 15 models per year, and my team consists of about 50 colleagues who are also involved in managing PNC’s model risk. 

I often refer to the Model Risk Management Group as the back office for the back office. We are a second line of defense against errors in the creation and use of statistical models, so we never interact directly with customers. However, we often interact with government regulators. My group sits in two offices, one in Pittsburgh, and the other in Tyson’s Corner, VA. From my workspace in Pittsburgh, I can look out the window and see Heinz Hall, where the Pittsburgh Symphony plays its concerts, as well as PNC Park where the Pittsburgh Pirates play their baseball games.

I belong to the PNC ENABLE employee business resource group (EBRG)which is focused on (dis)abilities awareness. I, myself, have multiple physical disabilities, some hidden and some quite apparent. I appreciate the opportunity to get to know others who are dealing with similar situations. I appreciate the freedom and encouragement PNC provides its employees to participate in EBRGs and, in this way, to find others in the company with whom I can relate.

My dad gave me the advice, when I was a young adult, to identify the career I wanted and then to prepare methodically for success in that career. I discovered early on in my education that I had a talent for mathematical reasoning and enjoyed learning about financial services. I then studied economics at both the undergraduate and graduate levels. This was excellent preparation, it turns out, for pursuing an analytical career in banking. With the advent of Big Data, banks like PNC need data scientists to build world-class models. I’ve been able to step into a role where I can directly help PNC satisfy that need.

 INTERESTS

Hi-Fi Audio; music; movies

 

 

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