- Regression Analysis
The Bank of New York Mellon seeks Senior Specialist, Model Development in New York, NY, to execute corporate-wide standards for new model development by creating options for theoretical frameworks, collecting data needed, supporting assumptions, and reviewing outcomes.
Requirements: Master’s degree or equivalent in Statistics, Financial Engineering, or related field and two (2) years of experience in the job offered or a related occupation: performing quantitative modeling on behalf of a global financial services institution; conducting risk management and key regulatory activities such as stress testing, allowance methodology (Current Expected Credit Loss) and Basel II/ III regulatory capital; utilizing computational methods including generalized linear regression models, decision tree models, time series models ARIMA/ GARCH; utilizing analytical or scientific software including the MathWorks MATLAB and R, and programming languages including structured query language (SQL); and presenting modeling and financial analysis findings to senior management and U.S. regulators. Qualified applicants please apply online at www.bnymellon.com/careers and utilize reference code #1902907. Please indicate “referral source – advertisement – WEB”
BNY Mellon is an Equal Employment Opportunity/Affirmative Action Employer.
Minorities/Females/Individuals With Disabilities/Protected Veterans.
Primary Location: United States-New York-New York
Internal Jobcode: 85358
Requisition Number: 1902907