Senior Vice President, Treasury and ALM Manager

3 weeks ago

Pittsburgh, Pennsylvania, United States BNY Mellon Full time

Job Description

The position is part of the Asset Liability Management (ALM) team within Corporate Treasury, focusing on CCAR Stress Testing. The role will contribute to the annual CCAR stress test execution, the mid-cycle stress test, as well as various projects throughout the year. The candidate will join a talented global team of Treasury personnel responsible for the company's asset and liability management, capital management, interest rate and liquidity risk management.

The ALM-CCAR team is responsible for the FR Y-14A net interest income and the balance sheet projections for various scenarios. Collects financial data, forecast inputs/assumptions, and runs the model/analyses, execute CCAR stress testing and report the results. Performs attribution analysis, identifies key forecast drivers, and prepares presentations for senior management.

Ensure the Balance Sheet Management (BSM) analytics model is functioning as expected, identifies, and troubleshoots any unexpected/unintuitive results. Reviews accuracy of reports and calculations performed by the team members. Ensures proper controls on the quality and integrity of reports produced for senior management and CCAR committee processes.

Identifies opportunities to enhance and improve ALM risk measurement and reporting processes. Work on ALM/QRM model improvements and enhancements. Support the validation of models, provide testing and analysis at the request of Model Risk Management.

Conduct special projects and ad-hoc analyses/reporting as requested.

Interact with Risk and Audit on CCAR related matters. May represent the Bank in interactions with applicable regulators.

Interacts with key teams across the Firm including Balance Sheet Modeling, Interest-Rate Risk, OCI, RWA, Capital, as well as the SME LOBs. Cultivates relationships with peers in the businesses, Risk Management, Finance and Corporate Treasury to ensure efficient collection of data/model inputs.

This position has direct reports, and the candidate will be managing a team of analysts.

Qualifications

  • Master's Degree/PhD degree in a quantitative discipline, including engineering, mathematics, statistics, economics etc.
  • Minimum 8 years of experience in financial services industry.
  • Experience with CCAR stress testing, interest rate risk management, liquidity stress testing, liquidity risk management, and/or asset-liability management within large complex financial organizations preferred.
  • 3+ years of experience with Quantitative Risk Management (QRM) model with exposure to model development/implementation and reporting.
  • Excellent technical documentation and verbal communication skills (ability to explain complex theoretical concepts in simple, easy-to-understand language).
  • Proficient in Excel; Knowledge of VBA and SQL preferred.

BNY Mellon is an Equal Employment Opportunity/Affirmative Action Employer. Minorities/Females/Individuals With Disabilities/Protected Veterans.

Our ambition is to build the best global team – one that is representative and inclusive of the diverse talent, clients and communities we work with and serve – and to empower our team to do their best work. We support wellbeing and a balanced life, and offer a range of family-friendly, inclusive employment policies and employee forums.

For further information, and to apply, please visit our website via the "Apply" button below.

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