BNY Mellon Careers

Senior Analyst, Treasury and ALM

Chennai, India
Finance/Accounting


Job Description

Analyst will be responsible for the various activities pertaining to Interest Rate Risk (IRR), including but not limited to:

-          Run Balance Sheet analytics using Quantitative Risk Management (QRM).

-          Ensuring timely preparation and delivery of ALM reporting including NII (Net Interest Income) and EVE (Economic Value of Equity).

-          Working with onshore team to create and analyze NII impacts for different Balance sheet strategies.

-          Preparing presentation deck for senior management, ALCO & for other committee meetings.

-          Run control processes to ensure error free analytics for IRR BAU and CCAR.

-          Perform IRR Models Backtesting and Benchmarking.

-          Involved in projects towards automation of reporting processes.

-          Handling ad-hoc requests and ability to perform under on demand situations.

Minimum skills:

-          Knowledge of some of the key Fixed income products and concepts such as Duration, Convexity, DV01, NII Sensitivity & EVE.

-          Understanding of Bank’s Balance-sheet and various components.

-          Candidate must be able to work independently and have the ability to interact with team members, management, on-shore counterparts.

-          Proficient in MS office tools, Excel, VBA, SQL and exposure to systems like HFM, MAQ & Bloomberg.

-          Good oral and written communication

-          PG (MBA-Finance) / B. Com/FRM/CFA with 2+ years of relevant Risk/Treasury/Finance experience in a similar Financial services Industry.


Qualifications

Degree in Math/statistics/Finance prefered
BNY Mellon is an Equal Employment Opportunity Employer.

Primary Location: India-Tamil Nadu-Chennai
Job: Finance/Accounting
Internal Jobcode: 85275
Organization: Corporate Treasury-HR06004
Requisition Number: 1902340