BNY Mellon Careers

SrSpec, Model Dev

New York, New York
Risk


Job Description

The Bank of New York Mellon seeks Senior Specialist, Model Development in New York, NY, to execute corporate-wide standards for new model development by creating options for theoretical frameworks, collecting data needed, supporting assumptions, and reviewing outcomes.

Qualifications

Requirements: Master’s degree or equivalent in Statistics, Financial Engineering, or related field and two (2) years of experience in the job offered or a related occupation: performing quantitative modeling on behalf of a global financial services institution; conducting risk management and key regulatory activities such as stress testing, allowance methodology (Current Expected Credit Loss) and Basel II/ III regulatory capital; utilizing computational methods including generalized linear regression models, decision tree models, time series models ARIMA/ GARCH; utilizing analytical or scientific software including the MathWorks MATLAB and R, and programming languages including structured query language (SQL); and presenting modeling and financial analysis findings to senior management and U.S. regulators. Qualified applicants please apply online at www.bnymellon.com/careers and utilize reference code #1902907.  Please indicate “referral source – advertisement – WEB”


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: 85358
Job: Risk
Organization: Risk-HR06016
Requisition Number: 1902907