Overview
The Bank of New York Mellon seeks a Senior Specialist, Treasury and ALM in New York, NY, to coordinate projects to continue building out, maintaining and supporting ALM Platform. Conduct data quality, data governance and data reconciliation checks. Perform liquidity assessments, analytical research, data gathering, calculations, modeling and forecasting related to controlling the risks associated with assets, liabilities, liquidity funding, capital and IRR management. REQUIREMENTS: Bachelor's degree, or foreign equivalent, in Finance, Financial Engineering, Mathematics, Statistics, Computational Finance, Economics, or a related field, and seven (7) years of progressively responsible experience in the job offered, or a related Finance occupation. Seven (7) years of progressively responsible experience must include: Performing risk or financial modeling on behalf of a financial institution ; Managing interest rate risks by utilizing balance sheet hedging strategies; Developing quantitative risk models of structural financial products, interest rate derivatives, including MBS, and interest rate swaps; Deploying risk analytic software, including QRM, Aladdin and Bloomberg; Developing automation process for reporting of results from financial models utilizing programming languages, including VBA, R and Python; Managing data utilizing SQL server and query tools, including SQL Server and Oracle; and Creating and analyzing reports for asset-liability committee (ALCO) members including decomposing interest rate risk factor sensitivity to highlight possible risk gaps. In the alternative, employer will accept a Master's degree in an above stated field of study and five (5) years of experience in the above-listed skills. Employer will accept pre- or post- Master's degree experience. Any suitable combination of education, training, or experience is acceptable. Remote work may be permitted within a commutable distance from the worksite. Salary range: $144,612.00 to $200,000.00 per year and 40 hours per week. Qualified applicants please apply online at https://bnymellon.eightfold.ai/careers and utilize reference code # 35159. Please indicate "referral source - advertisement - WEB".
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Employer Description:
For over 230 years, the people of BNY Mellon have been at the forefront of finance, expanding the financial markets while supporting investors throughout the investment lifecycle. BNY Mellon can act as a single point of contact for clients looking to create, trade, hold, manage, service, distribute or restructure investments and safeguards nearly one-fifth of the world's financial assets. BNY Mellon remains one of the safest, most trusted and admired companies. Every day our employees make their mark by helping clients better manage and service their financial assets around the world. Whether providing financial services for institutions, corporations or individual investors, clients count on the people of BNY Mellon across time zones and in 35 countries and more than 100 markets. It's the collective ambition, innovative thinking and exceptionally focused client service paired with a commitment to doing what is right that continues to set us apart. Make your mark: bnymellon.com/careers.
EEO Statement:
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.