Senior Specialist, Model Risk Developer

Pittsburgh, PA · 2 weeks ago

About the job

We’re seeking a future team member for the role of Senior Specialist, Model Risk Developer to join our Modeling & Analytics team. This role is located in Pittsburgh, PA or Lake Mary, FL. Team Description The Economic Forecasting Group (EFG) is part of the Risk Modeling and Analytics (RMA) group within the Risk & Compliance (R&C) division of the Bank of New York (BNY). EFG is responsible for scenario design and expansion in support of several exercises including (1) the BNY's regulatory stress-testing (including the CCAR/DFAST and EBA/ECB stress tests), (2) quarterly CECL/IFRS 9 reserve estimation, and (3) ad hoc scenario-based analyses as frequently as requested by senior management. The...