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BNY Mellon
London, United Kingdom
2 days ago

Description

Overview
The Principal (Financial Modeling Project Lead) will direct projects to develop or modify a suite of complex or interconnected models. The 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 will be to oversee execution of corporate-wide standards for model development on a large and/or interconnected scale. The incumbent will be responsible for identifying problems that can be solved by the application of financial theory and building models that improve the firm's operation. The incumbent will be expected to plan the timing and resources for significant projects and provide intellectual leadership in terms of conducting cutting-edge research, identifying latest trends and developments in modeling, and recommending alternative solutions to analytically challenging problems. The incumbent may lead the work of analysts in one of five disciplines, each responsible for a different type of modeling: 1) Credit Risk Modeling 2) Treasury Modeling 3) Market Risk Modeling 4) Pricing Modeling 5) Forecasting For modeling activities that occur on a large or interconnected scale, the incumbent will create development schedules and ensure analyst resources are assigned. Execute corporate-wide standards for model development, by setting the scope of development efforts for complex and/or interconnected models. This entails determining the frameworks that will be used, the source data that should be collected, assumptions that should be made, and the outcomes that need to be reviewed. Evaluate the strengths and weaknesses of framework options and identify which is most likely to meet the needs of the business. Reviews accuracy of reports and calculations performed by less experienced colleagues,, ensures proper model documentation is being put in place. Support the validation of models,, the incumbent is expected to ensure testing and analysis is provided at the request of Model Risk Management. The incumbent will be responsible for arranging performance monitoring of models, identifying possible deteriorating by comparing outcomes to established thresholds. No direct reports,, provides guidance to more junior analysts. Responsible for the indirect supervision of team members and coordination of resources. Modified based upon local regulations/requirements. Master's Degree/PhD in a quantitative discipline, including engineering, mathematics, physics, statistics, economics. The candidate must have a superb quantitative and analytical background with a solid theoretical foundation coupled with strong programming, documentation and communications skills. 5 years with Masters or 3-years with PhD required. Must have experience with complex quantitative modeling, numerical analysis, and computational methods using programming languages (such as C/C++, C#, Java, FORTRAN, MATLAB, SAS) as well as mathematical/statistical software packages. Must be extremely focused, detail oriented, results oriented and highly productive. Must have a proven track record of being able to efficiently and effectively conduct independent research, analyze problems, formulate and implement solutions, and produce quality results on time. The candidate must have excellent scientific and technical documentation and presentation skills, assertiveness & influencing skills, and the skills to explain abstract theoretical concepts to a non-expert audience in easy-to-understand language.
Master's Degree/PhD in a quantitative discipline, including engineering, mathematics, physics, statistics, economics. The candidate must have a superb quantitative and analytical background with a solid theoretical foundation coupled with strong programming, documentation and communications skills. 5 years with Masters or 3-years with PhD required. Must have experience with complex quantitative modeling, numerical analysis, and computational methods using programming languages (such as C/C++, C#, Java, FORTRAN, MATLAB, SAS) as well as mathematical/statistical software packages. Must be extremely focused, detail oriented, results oriented and highly productive. Must have a proven track record of being able to efficiently and effectively conduct independent research, analyze problems, formulate and implement solutions, and produce quality results on time. The candidate must have excellent scientific and technical documentation and presentation skills, assertiveness & influencing skills, and the skills to explain abstract theoretical concepts to a non-expert audience in easy-to-understand language.

Job Information

  • Job ID: 59403497
  • Location:
    London, United Kingdom
  • Company Name: BNY Mellon
  • Position Title: Principal, Quantitative Modeler, Market Risk
  • Job Function: Other

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