SrSpec, Model Dev

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