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BNY · 3 weeks ago

Vice President, Treasury and ALM II

Pittsburgh, PA

Full-time

Onsite

Mid, Senior Level

7+ years exp

BNY is a leading global financial services company that influences nearly 20% of the world’s investible assets. The Vice President, Treasury and ALM I will develop key reports and analytics to track interest rate risk, troubleshoot models, and interface with stakeholders while conducting special projects as needed.

Financial Services

Responsibilities

Develops and enhances key reports and analytics to identify and track interest rate risk associated with assets, liabilities and hedges

Ensures models and model-like approaches are functioning as expected,, troubleshoots and reports on unexpected/undesired results

Escalates and communicates unprecedented or complex issues to more senior team members/management

Interfaces with internal and external stakeholders and continues to build a broad range of knowledge spanning asset and liability categories across the organization and its varied products/services

Conducts special projects and ad-hoc analyses/reporting as requested

Qualification

Quantitative Risk ManagementInterest Rate Risk ManagementLiquidity Risk ManagementCCAR Stress TestingAsset-Liability ManagementExcelVBASQLTechnical DocumentationVerbal Communication

Required

Bachelor's degree in a quantitative discipline, including engineering, mathematics, statistics, economics etc

7-10 years of total work experience

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

Preferred

Master's, MBA, CFA, or CPA/CA

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

Knowledge of VBA and SQL