BNY Mellon Careers

MarketRiskQuantitativeAnalyst

New York, New York
Risk


Job Description

The Bank of New York Mellon seeks a Market Risk Quantitative Analyst in New York, NY to be responsible for quantitative aspects of market and collateral risk modeling for the Money Market Funds (MMF) division and Securities Lending and Finance division. Req. Master’s degree or equivalent in Finance, Mathematics, Financial Mathematics, Actuarial Science, or a related quantitative field and five (5) years of experience in the job offered or related occupation: conducting quantitative risk analysis; performing market and collateral risk modeling for Money Market Funds and/or Securities Finance and Lending products; utilizing VBA and SQL for risk management; developing analytical and technical solutions including quantitative models covering VaR; validating quantitative models for quantifying various financial risks; and conducting portfolio performance attribution analysis on short-term fixed income portfolios to improve risk/return profile. Qualified applicants please apply online at www.bnymellon.com/careers and utilize reference code #1712898.  Please indicate “referral source – advertisement – WEB”

Qualifications

Req. Master’s degree or equivalent in Finance, Mathematics, Financial Mathematics, Actuarial Science, or a related quantitative field and five (5) years of experience

For over 230 years, the people of BNY Mellon have been at the forefront of finance, expanding the financial markets while supporting investors throughout the investment lifecycle. BNY Mellon can act as a single point of contact for clients looking to create, trade, hold, manage, service, distribute or restructure investments & safeguards nearly one-fifth of the world's financial assets. BNY Mellon remains one of the safest, most trusted and admired companies. Every day our employees make their mark by helping clients better manage and service their financial assets around the world. Whether providing financial services for institutions, corporations or individual investors, clients count on the people of BNY Mellon across time zones and in 35 countries and more than 100 markets. It's the collective ambition, innovative thinking and exceptionally focused client service paired with a commitment to doing what is right that continues to set us apart. Make your mark: bnymellon.com/careers.

Risk and Compliance provide risk and compliance services across all BNY Mellon businesses. Organizationally, Risk and Compliance includes the following groups: Risk Management, Compliance, Global Corporate Security, Information Risk Management and Global Business Continuity. Risk Management oversees and delivers risk services and ensures new business risks are reviewed and approved. Risk Management is organized through Chief Risk Offices for each core business and critical operation. Risk managers provide shared support to BNY Mellon for operational risk services for Global Corporate Trust, Depositary Receipts, Treasury Services and Global Operations in EMEA. Compliance helps ensure BNY Mellon's businesses maintain appropriate processes to comply with applicable laws, regulations, BNY Mellon policies and ethics. This is accomplished through business- and business partner-specific teams of professionals, under centralized global management.

BNY Mellon is an Equal Employment Opportunity/Affirmative Action Employer.
Minorities/Females/Individuals With Disabilities/Protected Veterans.


Primary Location: United States-New York-New York
Internal Jobcode: 30247
Job: Risk
Organization: Risk-HR06016
Requisition Number: 1712898