BNY Mellon Careers

Lead Analyst, Treasury and ALM

Chennai, India

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.

-          Mentor junior analysts and coordinate projects/tasks across the team.

      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 4+ years of relevant Risk/Treasury/Finance experience in a similar Financial services Industry.



BNY Mellon is an Equal Employment Opportunity Employer.

Primary Location: India-Tamil Nadu-Chennai
Job: Finance/Accounting
Internal Jobcode: 85276
Organization: Corporate Treasury-HR06004
Requisition Number: 1902344