Sr Quant Rate Rsk Analyst Job - BNY Mellon (New York, NY)

Sr Quant Rate Rsk Analyst (Job Number: 1212156) Description This position reports to the Head of Interest Rate Risk, Asset Liability Management within Corporate Treasury. The incumbent will be reponsible for developing, implementing and maintaining structural interest rate risk analytics that measure, monitor, and report on the bank''s asset-liability positions, interest rate risks, earnings sensitivities and other key risk metrics. The role will be a hands on role where the individual will be expected to conduct mortgage prepayment, interest rate term structure and balance sheet (deposits, fixed income securities including structured mortgage products, loans, lease, derivatives, etc) cash flow behaviorial modeling and calibration using vendor software. Qualifications Bachelor''s degree. in finance, econometrics, operations research, mathematics, statistics, or engineering. Masters Degree or Ph.D. in finance, econometrics, operations research, mathematics, statistics, physics or engineering or MBA, CFA with a quantitative bachelor''s degree preferred. 3-5 years experience of risk or financial modeling experience. Familiarity with asset liability management software (QRM, Kamakura, Bancware) or/and market risk management software (ALGO, Riskmetrics) and related modeling techniques. Experience with ADCO, INTEX, Blackrock. 5-10 years experience in Corporate Treasury or Market risk Management preferred. 3-5 years of risk or financial modeling experience including mortgage prepayment modeling preferred. Experience with asset liability management software (QRM, Kamakura, Bancware) or/and market risk management software (ALGO, Riskmetrics) and related modeling techniques preferred. System savvy with excellent PC skills including MS Suite (Excel, Access, Powerpoint, Word) as well as familiarity with relational databases (SQL server) and quesry tools (SAS, SQL Analyzer). Primary Location:United States-USA-NY-New York Internal Jobcode:32136 Job:Finance/Accounting Organization:Treasury-HR06004

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