JOB POSTING TITLE Bring your ideas. Make history.BNY Mellon offers an exciting array of future-forward careers at the intersection of business, finance, and technology. We are one of the world's top asset management and banking firms that manages trillions of dollars in assets, custody and/or administration. Known as the "bank of banks" - 97% of the world's top banks work with us as we lead and serve our customers into the new era of digital. With over 238 years of rich history and industry firsts, BNY Mellon has been built upon our proven ability to evolve, lead, and drive new ideas at every turn. Today, we're approximately 50,000 employees across 35 countries with a culture that empowers you to grow, take risks, experiment and be yourself. This is what#LifeAtBNYMellonis all about. We're seeking a future team member for the role of Vice President Market and Liquidity Risk to join our CORPORATE ORGANIZATION team. This role is located in PuneIn this role, you'll make an impact in the following ways: As BAU, the candidate will be asked to ensure the quality of analytics used daily by the firm, both investment and risk; to investigate and resolve problematic values and to propose follow-up improvements when appropriate. He/she will also participate in model validation and future analytic projects to improve the accuracy and coverage of useful analytics.Responsibilities of candidate includes:Performing model validation of new pricing modelsDevise measures and reports to systematically monitor and alert core analytics used across the firmInvestigate problematic values and identify solution, working with Risk, Risk IT, DMO and other relevant partiesParticipate in support/maintenance of the "model part" of the risk systemParticipate in technical analysis for future analytical projectsTo be successful in this role, we're seeking the following: Relevant skills and experience:Should be of science or engineering background; have good analytical skills and be able to understand mathematical models given technical documentsShould have experience in doing development / model validation of pricing models of different asset classes, esp. fixed income like interest rate swap, bullet and callable bonds, etc.Should have some programming experience in quantitative capacity, ideally with Python and/or C#Ideally have good exposure to multiple asset classes: fixed income, equity, convertible, structured credit, etc.Ideally have MSCI RiskMetrics experienceAt BNY Mellon, our inclusive culture speaks for itself. Here's a few of our awards: Fortune World's Most Admired Companies & Top 20 for Diversity and Inclusion Bloomberg's Gender Equality Index (GEI)Human Rights Campaign Foundation, 100% score Corporate Equality IndexBest Places to Work for Disability Inclusion , Disability: IN – 100% score 100 Best Workplaces for Innovators, Fast CompanyCDP's Climate Change 'A List'Our Benefits: BNY Mellon offers highly competitive compensation, benefits, and wellbeing programs rooted in a strong culture of excellence and our pay-for-performance philosophy. We provide access to flexible global resources and tools for your life's journey. Focus on your health, foster your personal resilience, and reach your financial goals as a valued member of our team, along with generous paid leaves that can support you and your family through moments that matter. BNY Mellon is an Equal Employment Opportunity/Affirmative Action Employer - Underrepresented racial and ethnic groups/Females/Individuals with Disabilities/Protected Veterans.BNY Mellon is an Equal Employment Opportunity/Affirmative Action Employer. Minorities/Females/Individuals With Disabilities/Protected Veterans.Our ambition is to build the best global team – one that is representative and inclusive of the diverse talent, clients and communities we work with and serve – and to empower our team to do their best work. We support wellbeing and a balanced life, and offer a range of family-friendly, inclusive employment policies and employee forums.
