Finance: The Bank of New York Mellon seeks Sr Specialist, Model Risk in Pittsburgh, PA to contribute to highly visible enterprise-wide model dvlpmt function in org. Req’mts: Master’s or foreign equiv in Computational Fin’c, Math, Stats, or rel field & 2 yrs exp in job offered or rel occupation: applying fin’l modeling exp in fin’l srvcs; performing complex quantitative modeling, using numerical analysis, computational methods, & prog’g languages incl MATLAB, R and Python, as well as math & stat softw pkgs; performing risk modeling for operational risk, credit risk, & mrkt risk on behalf of global G-SIB fin’l institution; performing AMA modeling using hybrid approach based on historical data & scenario analysis; dvlpg & documenting operational risk loss forecasting models for CCAR/DFAST stress test; validating fee revenue forecasting models for CCAR/DFAST stress test; dvlpg & documenting seed capital & other equity investments economic capital model; & performing structural portfolio credit risk modeling based on Merton & Vasicek framework. Pls apply at & utilize ref code # . Pls indicate “referral source – advertisement – PPG”

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