THE BANK OF NEW YORK MELLON – $67,683.00/Year

Masters degree or foreign equivalent in Financial Mathematics, Economics, Applied Mathematics, Statistics, or related field, and two 2 years of experience in the job offered or in a related occupation. Two 2 years of experience must include Performing quantitative modeling and conducting risk management and key regulatory activities including stress testing, allowance methodology Current Expected Credit Loss, and Basel II III regulatory capital; Building statistical models including generalized linear regression models, classification models including decision tree models, and time series models including ARIMA GARCH for internal risk management; Integrating core and advanced concepts in data analytics within the financial services industry using software including the Python, R, and MathWorks MATLAB, and database languages including structured query language SQL; Performing pricing valuation of equities and fixed income products on pricing platforms including Risk Metrics, Murex, BarraOne, PolyPaths, and BlackRock; Conducting credit analysis and cashflow analysis of structured products and retail mortgage products, including backtesting, benchmarking, and sensitivity analysis; and Presenting modeling and financial analysis findings to senior management and U.S. regulators.