I don't work at Mercy, but I do work right beside it. I would say as long as you don't go roaming around the streets off the hospital campus you should have zero safety concerns. Even if you do, the worst thing I have dealt with are some crackhead beggers that will approach you for money, but just ignore them or tell them you are broke too.

I use the hospital cafeteria for lunch sometimes, it's really good and sometimes they give me the employee discount and I have a great meal and coffee for like 4 bucks.

Duquesne University is right beside mercy, I always see doctors and nurses walking campus or smoking on their breaks. It is extremely safe there, very well policed, so if you do need to go somewhere to get away there is that.