Finance: The Bank of New York Mellon seeks Senior Vice President, Model Risk Management in NY, NY to eval implementation & modification to suite of interconnected models. Execute enterprise standards for model validation on lrg &/or interconnected scale. Remote work permitted w/i commutable distance from worksite. REQ'MTS: Master's or foreign equiv in: Computational Fin'c, Economics, Math, Physics, Stats, Eng'g, Econometrics, or rel field & 3 yrs' exp in job offered or rel quantitative occupation. 3 yrs' exp must incl: Performing quantitative modelling, numerical analysis & computational methods using prog'g languages incl C/C++, C#, Java, FORTRAN, MATLAB, SAS, Python, R as well as
math/stat softw pkgs; performing fin'l modeling techniques, incl value-at-risk type of models, interest rate models, risk quantification & forecast models & stochastic calculus to execute enterprise standards for model valuation & identify model risk. Salary range: $155,000-$221,000/yr. Qualified applicants please apply online at & utilize ref code #67973. Pls indicate "referral source-advertisement-NYT".
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