SrSpec, Model Risk

    The Bank of New York Mellon
    New york, NY
    Full-time, Part-time

    Job Description

    Job Description

    The Bank of New York Mellon seeks Senior Specialist, Model Risk in New York, NY, to contribute to highly visible enterprise-wide model development function in the organization.Requirements: Master's degree or foreign equivalent in Financial Mathematics, Economics, Statistics, or a related field and two (2) years of experience in the job offered or related occupation: utilizing programming languages, including C#, C++, MATLAB, R, Python, SQL, and VBA to price models of financial instruments; working with financial modeling techniques, including pricing models of financial instruments value-at-risk type of models, interest rate models, risk quantification and forecast models, and algorithm trading models; applying Monte Carlo simulations, filtered historical simulations, finite differencing, and stochastic calculus to execute enterprise standards for model valuation and identify model risk; utilizing data summary and visualization, hypothesis testing, estimation, regressions, time series analysis, machine learning, and extreme value theory to implement model valuation and model risk management of market risk; and working with optimization and matrix analysis to perform quantitative modeling. Qualified applicants please apply online atwww.bnymellon.com/careersand utilize reference code#1911289. Please indicate "referral source - advertisement - WEB."

    Qualifications

    BNY Mellon is an Equal Employment Opportunity/Affirmative Action Employer.
    Minorities/Females/Individuals With Disabilities/Protected Veterans.

    Our ambition is to build the best global team - one that is representative and inclusive of the diverse talent, clients and communities we work with and serve - and to empower our team to do their best work. We support wellbeing and a balanced life, and offer a range of family-friendly, inclusive employment policies and employee forums.

    Primary Location:United States-New York-New York
    Internal Jobcode:85308
    Job:Risk
    Organization:Risk-HR06016
    Requisition Number:1911289
    Posting ID: 552620777Posted: 2020-05-27

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