Quantitative Risk Modeling Executive

4 days ago


Pittsburgh, Pennsylvania, United States BNY Full time

As a leading global financial services company at the center of the world's financial system, BNY touches nearly 20% of the world's investible assets. Our employees bring the power of their perspective to create solutions with clients that benefit businesses, communities, and people everywhere.

We are seeking an experienced Quantitative Risk Modeling Executive to join our BNY Risk team. This role can be located in Pittsburgh, PA; Lake Mary, FL; or New York City in a Hybrid work environment.

Key Responsibilities
  • Lead the development, enhancement, and documentation of counterparty credit risk and treasury risk modeling methodologies.
  • Manage inbound questions, deliverables, and ad-hoc requests with an emphasis on accuracy and timeliness.
  • Identify problems that can be solved by the application of financial theory and the building of models.

The estimated salary for this position is $160,000 - $200,000 per year, based on industry standards and location.

Requirements:

  • A Master's degree in a quantitative discipline.
  • Minimum 5 years of experience in quantitative modeling positions for a leading financial institution or central bank, consulting firm, or similar.
  • Excellent organizational and communication skills.
  • Ability to synthesize large amounts of data and various viewpoints.
  • Experience with databases focused on fixed income and equity pricing.
  • Strong programming skills in Python and R.
  • Familiarity with Monte Carlo, binomial, and trinomial trees, finite-difference numerical methods.

Becoming part of the BNY family means being part of a culture that speaks for itself. We're recognized for our innovation, sustainability, gender equality, and commitment to diversity and inclusion. Our benefits and rewards include highly competitive compensation, benefits, and wellbeing programs rooted in a strong culture of excellence.



  • Pittsburgh, Pennsylvania, United States BNY Full time

    About the Role:The Vice President, Model Risk Management will contribute to highly visible enterprise-wide model development functions in the organization. These models make estimates that are a key input to management decisions and are reported to Senior Management and the Board of Directors on a regular basis. The role involves executing enterprise...


  • Pittsburgh, Pennsylvania, United States PNC Full time

    Job DescriptionWe are seeking a highly skilled Senior Quantitative Analyst to join our team at PNC.About the RoleThis position will be based in one of our downtown locations, including Pittsburgh, PA, Cleveland, OH, Wilmington, DE, Charlotte, NC, Tyson's Corner, VA or Washington, DC.The ideal candidate will have 5+ years of experience in developing...


  • Pittsburgh, Pennsylvania, United States BNY Full time

    About BNY:BNY, a leading global financial services company, empowers its employees to grow and succeed. With nearly 20% of the world's investible assets under management, the company touches every corner of the globe. Its 50,000+ employees bring their unique perspectives to create innovative solutions for clients that benefit businesses, communities, and...


  • Pittsburgh, Pennsylvania, United States PNC Full time

    Job OverviewWe are seeking a skilled Quantitative Analytics Specialist to join our team at PNC. As a key member of our analytics group, you will be responsible for developing and maintaining complex quantitative models to support business decisions.Key ResponsibilitiesDevelop and refine statistical models to analyze and predict business trends.Collaborate...


  • Pittsburgh, Pennsylvania, United States BNY Full time

    Job SummaryWe are seeking a highly experienced Senior Vice President to lead our Model Development team. The ideal candidate will have a strong background in quantitative modeling and risk management, with a proven track record of delivering complex projects on time and within budget.About the RoleThis role will involve developing, maintaining, and...


  • Pittsburgh, Pennsylvania, United States Prequel Solutions Full time

    Job SummaryWe are seeking an experienced Market Risk Expert to join our team at Prequel Solutions in Pittsburgh, PA.About the RoleThis full-time position involves maintaining and improving analytical systems that drive market risk measurement and reporting for a flagship financial services organization. Key responsibilities include integrating and testing...


  • Pittsburgh, Pennsylvania, United States RAND Corporation Full time

    RAND Corporation is a renowned non-profit, non-partisan organization dedicated to advancing knowledge and policy through research and analysis. We are currently seeking a talented Quantitative Research Specialist to join our team of experts in operations research and its subfields.As a Quantitative Research Specialist at RAND, you will have the opportunity...


  • Pittsburgh, Pennsylvania, United States BNY Full time

    About BNY MellonAt BNY Mellon, our mission is to be the gold standard in financial services. We pride ourselves on being a leader in the industry, recognized for our innovative approach and commitment to excellence. With over 230 years of experience, we have established ourselves as a trusted partner for clients around the world.We are proud to be ranked...


  • Pittsburgh, Pennsylvania, United States BNY Full time

    We are seeking a Senior Vice President, Model Development Manager to join our BNY Risk team. This role can be located in Pittsburgh, PA; Lake Mary, FL; or New York City in a Hybrid work environment.Company OverviewAt BNY, our culture empowers you to grow and succeed. As a leading global financial services company at the center of the world's financial...


  • Pittsburgh, Pennsylvania, United States System One Full time

    About the RoleWe are seeking an experienced Risk Management Expert to join our team at System One.Job SummaryThis is a contract-to-hire position that will allow the right candidate to convert to a full-time PNC employee if needed. The role involves executing technology risk management programs, identifying opportunities for enhancement, and ensuring...


  • Pittsburgh, Pennsylvania, United States System One Full time

    Job Title: Senior Technology Risk Manager">About System One: As a trusted partner to leading organizations, we provide innovative workforce solutions that fuel growth and success. With expertise in technology risk management, we empower our clients to navigate complex challenges and achieve their goals.">Job Overview: We are seeking a highly skilled Senior...


  • Pittsburgh, Pennsylvania, United States System One Full time

    **Job Title:** Data Strategy Director**Location:** Chicago IL, Pittsburgh PA, Wilmington DEAs a key member of the System One team, you will play a vital role in driving business growth through data-driven insights and strategic decision-making.Role Overview:Lead various analytical projects for credit card decision science initiatives, supervising junior...


  • Pittsburgh, Pennsylvania, United States Leidos Full time

    We are seeking a skilled Gas Pipeline Modelling Expert to join our team at Leidos, working in collaboration with world-class scientists and engineers at the National Energy Technology Laboratory (NETL) in Pittsburgh, PA.This exciting opportunity will allow you to execute research alongside top experts, utilizing cutting-edge equipment to contribute to...


  • Pittsburgh, Pennsylvania, United States BNY Full time

    Role OverviewWe are seeking an experienced Information Security Risk Manager II to join our Clearing Markets Treasury Engineering team in Pittsburgh, PA. This role will work a Hybrid schedule (3 days per week in-office required) and be responsible for identifying, analyzing, monitoring, reporting, and minimizing information technology risks within their...


  • Pittsburgh, Pennsylvania, United States EHS Support Full time

    Job OverviewEHS Support seeks a highly skilled Environmental Consultant to join our team as an Ecological Risk Assessment Specialist. This is a fantastic opportunity to work with a high-performance team of experts in environmental science, risk assessment, and compliance.As an Environmental Consultant, you will be responsible for providing technical support...


  • Pittsburgh, Pennsylvania, United States Software Engineering Institute Full time

    About the RoleWe are seeking a highly skilled Quantum Research Expert to join our team at the Software Engineering Institute. This is a full-time position in Pittsburgh, PA.Job DescriptionThe successful candidate will use advanced interdisciplinary skills in STEM fields such as statistics, mathematics, physics, electrical engineering, and computer...


  • Pittsburgh, Pennsylvania, United States University of Pittsburgh Full time

    We are seeking a highly motivated Postdoctoral Associate to join our Tumor Microenvironment Engineering laboratory at the University of Pittsburgh. Our group employs a quantitative approach that integrates microfluidics, systems biology modeling, and in vivo experiments to investigate the role of the normal and diseased microenvironment on breast and ovarian...


  • Pittsburgh, Pennsylvania, United States PNC Full time

    About the RoleWe are seeking a highly skilled Senior Portfolio Data Analyst to join our team at PNC. As a key member of our Balance Sheet Analytics & Monitoring (BSAM) organization, you will be responsible for designing and implementing complex analytical models to support business decision-making.Job SummaryThe successful candidate will have a strong...


  • Pittsburgh, Pennsylvania, United States RAND Corporation Full time

    About RAND CorporationRAND Corporation is a non-profit, non-partisan organization renowned for its rigorous and objective research in national and homeland security as well as socio-economic policy.We are seeking talented researchers to join our team and contribute to impactful projects that deliver objective, reliable insights for the public and...


  • Pittsburgh, Pennsylvania, United States Pittsburgh Pirates Full time

    We are seeking a Data Scientist to impact the organization's acquisition and player development through the development of core research models. Our Research & Development team's mission is to rethink a changing game, discover competitive advantages, and scale data-informed decision-making across the organization.The ideal candidate will be motivated to...