SrSpec, Model Dev

Compensation

: $129,015.00 - $105,620.00 /year *

Employment Type

: Full-Time

Industry

: Advertising/Marketing/Public Relations



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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."QualificationsThe 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 YorkInternal Jobcode: 85358Job: RiskOrganization: Risk-HR06016Requisition Number: 1909931 * The salary listed in the header is an estimate based on salary data for similar jobs in the same area. Salary or compensation data found in the job description is accurate.

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