- Handle FR Y-14A net interest income and balance sheet projections for different scenarios.
- Collect financial data, forecast inputs, and run model analyses for CCAR stress testing.
- Perform attribution analysis, identify key forecast drivers, and prepare presentations for senior management.
- Ensure the Balance Sheet Management (BSM) analytics model functions properly and troubleshoot any unexpected results.
- Review the accuracy of team reports and calculations, maintaining quality control.
- Identify opportunities to enhance ALM risk measurement and reporting processes.
- Work on ALM/QRM model improvements and support model validation.
- Conduct special projects and ad-hoc analyses as needed.
- Interact with Risk and Audit on CCAR matters and collaborate with key teams across the organization.
- Manage a team of analysts.
- Hold a Master's Degree/PhD in a quantitative discipline.
- Minimum 8 years of experience in financial services.
- Experience in CCAR stress testing, interest rate risk management, liquidity stress testing, and asset-liability management.
- 3+ years of experience with Quantitative Risk Management (QRM) model.
- Strong technical documentation and communication skills.
- Proficient in Excel; Knowledge of VBA and SQL is a plus.
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Senior Vice President, Treasury and ALM Manager - Pittsburgh, United States - BNY Mellon
Description
Job Description
The role involves being part of the Asset Liability Management (ALM) team in Corporate Treasury, specifically focusing on CCAR Stress Testing. You'll be contributing to the annual CCAR stress test, the mid-cycle stress test, and various projects. Join a skilled global team of Treasury personnel overseeing the company's asset and liability management, capital management, interest rate, and liquidity risk management.
Qualifications
BNY Mellon is an Equal Employment Opportunity/Affirmative Action Employer. Minorities/Females/Individuals With Disabilities/Protected Veterans.
Our aim is to create the top global team, representative, inclusive of diverse talent, clients, and communities we work with. We empower our team to excel, offering wellbeing support, a balanced life, and inclusive employment policies.
