• Job Description

  Req#: 37977

  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 #LifeAtBNYMellon is all about.

  We’re seeking a future team member for the role of SPECIALIST, TREASURY and ALM to join our Corporate Treasury team. This role is located in Chennai, Tamil Nadu or Pune, Maharashtra.

  In this role, you’ll make an impact in the following ways:

  • Planning, modelling and execution of Available for Sale (AFS) Other Comprehensive Income (OCI) projections
  • Modelling of prepayments using third party models and tools
  • Support validation of models and perform model testing and ongoing monitoring
  • Investigate valuation and modelling issues, conduct special valuation, modelling and reporting projects
  • Perform ad-hoc analysis and reporting as requested

  To be successful in this role, we’re seeking the following:

  • Demonstrated self-initiative and passion in banking and finance
  • Bachelor’s degree in a quantitative discipline including engineering, mathematics, statistics, or economics required. Master’s degree or professional certification CFA/FRM preferred
  • 5-7 years of total work experience preferred
  • Experience with financial product valuation, statistical modelling, quantitative analysis, big data manipulation and analytics, software programming, regulatory stress testing, and/or asset-liability management within large complex financial organizations would be a plus.
  • Experience with Interest Rate Risk Management or Stress Testing (CCAR)
  • Experience working with third party valuation and prepayment models (QRM, Andrew Davidson & Co, Aladdin)
  • Programming (VBA, SQL, Python, etc.) and/or data analytics expertise .

  At 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)
  • Best Places to Work for Disability Inclusion , Disability: IN – 100% score
  • 100 Best Workplaces for Innovators, Fast Company
  • Human Rights Campaign Foundation, 100% score Corporate Equality Index
  • CDP’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.

• About the company

  The Bank of New York Mellon Corporation, commonly known as BNY Mellon, is an American investment banking services holding company headquartered in New York City.

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