Chris Welsh
Quantitative Analyst
- Role
- Quantitative Analytics & Model Development Analyst at PNC
- Location
- Washington, DC, US
- LinkedIn followers
- 500 followers
About Chris Welsh
Innovative, accomplished problem solver with over a decade\'s experience in the financial services industry. Work history includes credit modeling, validation and risk reporting for multiple asset classes. Background in equity and fixed income markets. Knowledgeable in SQL, Python and R; SAS Certified Programmer (Base & Advanced levels). Quick study with ability to master new programming languages and methods. Multifaceted background in engineering, project management, process improvement, product development and team building.
Experience
Quantitative Analytics & Model Development Analyst
Jan 2019 — Present · Washington, DC, US
Education
Wheeling University
BS, Physics/Mathematics
Boston University
MS, Banking & Financial Services Management
Clark University
MA, Physics
Skills
- Monte Carlo Simulation
- Performance Analysis
- Mortgage Banking
- Financial Engineering
- Model Validation
- Dividends
- Risk Management
- Fixed Income
- Mbs
- Product Development
- Bloomberg Terminal
- Investment Analysis
- Sas
- Microsoft Excel
- Sql
- Time Series Analysis
- Backtesting
- Project Management
- Data Analysis
- Credit Risk
- Dodd-Frank
- Derivatives
- Machine Learning
- Process Improvement
- Equities
- R
- Benchmarking
- Regression
- Vba
- Market Research
- Portfolio Management
- Counterparty Risk
- Financial Modeling
- Quantitative Analytics
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