Agency MBS Modeler

PNC

📍 Pittsburgh, PA, United States

Full-time other-general

Job Description

**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. We work together each day to foster an inclusive workplace culture where all of our employees feel respected, valued and have an opportunity to contribute to the company’s success. As Agency MBS modeler within PNC's Analytics and Modeling organization, you will be based in New York, NY, or Pittsburgh, PA.

The candidate is responsible for model development and research related to the Agency MBS investment portfolio. This role involves updating and developing industry-leading prepayment, term structure, and mortgage rate models. The candidate will understand prepayment behavior and conduct analysis to enhance the Agency MBS modeling and generate insights to support investment analysis.

PNC is an in-office company that fosters a supportive culture where employees can thr...
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