Ty R.
SVP, Portfolio Analytics and Strategy Group Manager at PNC
- Role
- Portfolio Analytics and Strategy Group Manager at PNC
- Location
- Pittsburgh, PA, US
- LinkedIn followers
- 500 followers
About Ty R.
Analytics professional with 15 years of experience in the financial services industry. Topics of focus include Probability of Default Modeling, CCAR and CECL Loss Forecasting, Credit Risk, and Credit Portfolio Management and Optimization. Skilled at analyzing large datasets, designing and validating commercial credit risk parameter models, managing risk-adjusted return, executing loss forecasting and scenario analysis activities, and developing and implementing limit frameworks. Experienced in data extraction and transformation via the use of SQL queries. Familiar with common Python syntax, data types, control structures, functions and libraries (NumPy, pandas, Matplotlib). Phi Beta Kappa graduate of Washington and Jefferson College (B.A. Mathematics and B.A. Economics) and recipient of a Master of Science (M.S.) degree in Mathematics from the University of Pittsburgh.
Experience
Portfolio Analytics and Strategy Group Manager
Feb 2025 — Present · Pittsburgh, PA, US
Education
Washington & Jefferson College
Bachelor of Arts (B.A.), Economics
2004 — 2008
University of Pittsburgh
Master of Science (M.S.), Mathematics
2008 — 2010
Washington & Jefferson College
Bachelor of Arts (B.A.), Mathematics
2004 — 2008
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