BNY Mellon Careers
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Senior Specialist, ALM Statistical Modeler
The Statistical Modeler position is part of BNY Mellon’s Corporate Treasury division. Successful candidates will partner cross-functionally within Corporate Treasury and with business throughout the company to deliver state-of-the-art analytical solutions to support Asset Liability Management strategies, focusing on balance sheet and liquidity modeling.
Key responsibilities include:
- Leading the development, enhancement and implementation of statistical and other quantitative models to support institutional and retail deposit behavioral modeling focusing on liquidity management (analysis of operational deposits).
- · Taking full ownership of the model development process from conceptualization through data exploration, model selection and validation, implementation, user training, support and documentation. Understanding technical issues in econometric and statistical modeling and applying these skills toward solving business problems.
- · Perform ad-hoc analysis related to liquidity impact of business initiatives including modeling enhances liquidity risk measurement tools.
- · Communicating technical subject matter clearly and concisely to individuals from various backgrounds
- · Maintain and Monitor the model performance, and provide technical guidance to Corporate Treasury leadership
Bachelor s degree or the equivalent combination of education and experience is required.
Degree in math, engineering, statistics, computational finance or economics preferred. MBA, CFA, or CPA/CA preferred.
7-10 years of total work experience preferred. Experience with liquidity stress testing, liquidity risk management, interest
rate risk management, capital management and/or asset-liability management within large complex financial organizations
BNY Mellon is an Equal Employment Opportunity/Affirmative Action Employer.
Minorities/Females/Individuals With Disabilities/Protected Veterans.
Primary Location: United States-Pennsylvania-Pittsburgh
Internal Jobcode: 85268
Organization: Corporate Treasury-HR06004
Requisition Number: 1803316