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PandoLogic

Senior Vice President, Model Risk Management

PandoLogic, New York, New York, us, 10261

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Overview

Bank of New York Mellon seeks Senior Vice President, Model Risk Management in New York, NY to evaluate implementation & modification to a suite of interconnected models. Execute enterprise standards for model validation on large and/or interconnected scale. Remote work permitted within commutable distance from the worksite. Responsibilities

Evaluate implementation & modification to suite of interconnected models. Execute enterprise standards for model validation on large and/or interconnected scale. Qualifications

REQ'MTS: Master's or foreign equiv in: Computational Fin'c, Economics, Math, Physics, Stats, Eng'g, Econometrics, or rel field; 3 yrs' exp in job offered or rel quantitative occupation. 3 yrs' exp must incl: Performing quantitative modelling, numerical analysis & computational methods using prog'g languages incl C/C++, C#, Java, FORTRAN, MATLAB, SAS, Python, R, as well as Math/stat Softw Pkgs; Performing Fin'l Modeling Techniques, Incl 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. Salary Range: $155,000-$221,000/yr. Qualified applicants, please apply online at https://bnymellon.eightfold.ai/careers and utilize ref code #67973. Pls indicate "referral source-advertisement-NYT". #J-18808-Ljbffr