The Bank of New York Mellon seeks Senior Vice President, Model Risk Management in NY, NY to evaluate implementation & modification to suite of interconnected models. Execute enterprise standards for model validation on large and/or interconnected scale. Remote work permitted within commutable distance from worksite.
Requirements:
Master's or foreign equivalent in: Computational Finance, Economics, Math, Physics, Statistics, Engineering, Econometrics, or related field & 3 years' experience in job offered or related quantitative occupation. 3 years' experience must include: Performing quantitative modeling, numerical analysis & computational methods using programming languages including C/C++, C#, Java, FORTRAN, MATLAB, SAS, Python, R as well as math/statistical software packages; performing financial modeling techniques, including value-at-risk type of models, interest rate models, risk quantification & forecast models & stochastic calculus to execute enterprise standards for model valuation & identify model risk.
Application Instructions:
Qualified applicants please apply online at https://bnymellon.eightfold.ai/careers & utilize reference code #67973. Please indicate "referral source-advertisement-NYT".
Required skills: Basic Math Skills, Python, SAS, Numerical Analysis, Java, C#, Quantitative Modeling, C++, Stochastic Calculus Knowledge Share.
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