Senior Specialist, Model Risk #2005220
Finance: The Bank of New York Mellon seeks Senior Specialist, Model Risk in Pittsburgh, PA, to create models to make estimates that are key input to mgmt decisions & are reported to Senior Management & Board of Directors on regular basis.
Requirements: Master’s or foreign equivalent in Finance, Economics or related field & 2 years experience in job offered or rel occupation: performing modeling on behalf of financial services institution; conducting complex quantitative modeling & numerical analysis; applying computational methods utilizing programming languages include R, VBA, and SQL; performing modeling related to valuation & income forecast for various financial products including loans, bonds, whole loan mortgages, CMO, MBS, & derivatives & options; working with interest rate models, pricing models & prepayment models; & utilizing financial software include QRM, PolyPaths & Bloomberg.
We are an Equal Employment Opportunity (EEO) employer and does not discriminate on the basis of race, color, national origin, religion, gender, age, veteran status, political affiliation, sexual orientation, marital status or disability (in compliance with the Americans with Disabilities Act) with respect to employment opportunities.