BNY Mellon Careers

SrSpec, Model Dev

New York, New York
Risk


Job Description

The Bank of New York Mellon seeks Senior Specialist, Financial Modeling Analyst in New York, NY, to execute corporate-wide standards for model validation, by setting the scope of a development effort. Requirements: Master’s degree or equivalent in Financial Mathematics, Applied Mathematics, Statistics or a related field and two (2) years of experience in the job offered or related occupation: analyzing VaR SVaR model output, sensitivity and stress test results; performing analysis of Basel Market Risk Regulatory Capital; back testing Basel VaR model with actual P&L and performing quantitative analysis of p-value distribution; utilizing programming technologies including VBA; performing analysis of trade and position data, market data and reference data in big database utilizing Microsoft SQL; utilizing Murex system risk module; utilizing Bloomberg API to retrieve market data for model analysis and reporting; utilizing Summit system; building reports utilizing Tableau System; and analyzing capital markets, foreign exchange and derivatives and their key risks. Qualified applicants please apply online at www.bnymellon.com/careers and utilize reference code #1909931.  Please indicate “referral source – advertisement – WEB.”  

Qualifications

The Bank of New York Mellon seeks Senior Specialist, Financial Modeling Analyst in New York, NY, to execute corporate-wide standards for model validation, by setting the scope of a development effort. Requirements: Master’s degree or equivalent in Financial Mathematics, Applied Mathematics, Statistics or a related field and two (2) years of experience in the job offered or related occupation: analyzing VaR SVaR model output, sensitivity and stress test results; performing analysis of Basel Market Risk Regulatory Capital; back testing Basel VaR model with actual P&L and performing quantitative analysis of p-value distribution; utilizing programming technologies including VBA; performing analysis of trade and position data, market data and reference data in big database utilizing Microsoft SQL; utilizing Murex system risk module; utilizing Bloomberg API to retrieve market data for model analysis and reporting; utilizing Summit system; building reports utilizing Tableau System; and analyzing capital markets, foreign exchange and derivatives and their key risks. Qualified applicants please apply online at www.bnymellon.com/careers and utilize reference code #1909931.  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: 1909931