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Specialist, Quantitative Modeler, Market Risk
Overview Quantitative Modeler, Market Risk Job Description: This is a highly visible position within Counterparty Credit Risk group, we are looking for talented and creative quantitative modelers who will be responsible for implementation, maintenance, and debugging of Bank of New York Mellon model for its counterparty risk exposure and market risk framework that include credit and liquidity risk components as well. The model use includes regulatory reporting purposes such as SCCL and Basel; key input to management decisions and reporting to Senior Management and the Board of Directors on a regular basis. The candidate must be able to provide intellectual leadership in terms of conducting c


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