Director, Dynamic Stress Testing & Strategy

BNY Mellon; New York (NY); On-site; USD 180,000 - 240,000; Full time

Job summary

BNY Mellon seeks a Director of Dynamic Stress Testing to lead the end-to-end delivery of the firm's stress testing framework across risk and treasury. You will partner with risk modelling, treasury, and forecasting teams to design scenarios, challenge assumptions, and translate complex outputs into actionable insights for senior management.

The role requires enterprise leadership, strong analytical judgment, and the ability to influence governance discussions while driving robust, credible

Qualifications

• Bachelor's degree in Finance, Economics, Mathematics, Statistics, Risk Management or related discipline.
• Significant experience in stress testing, treasury, risk management, or related quantitative risk disciplines.
• Strong understanding of stress testing frameworks, scenario design, macroeconomic drivers.
• Meaningful experience in Treasury or in roles requiring close partnership with Treasury, with strong understanding of balance sheet, liquidity, funding, and capital considerations.
• Demonstrated ability to assess and challenge modelling assumptions, methodologies, and outputs with sound analytical judgment.
• Experience leading cross-functional initiatives in a complex, matrixed organization.
• Strong executive presence and the ability to communicate complex quantitative topics clearly to senior stakeholders.

Responsibilities

• Lead end-to-end delivery of dynamic stress testing across risk and treasury workstreams.
• Partner with credit risk, loss modelling, treasury, economic forecasting, and country risk stakeholders to integrate key inputs into a cohesive stress testing framework.
• Challenge and evaluate core elements of loss modelling methodologies, assumptions, and outputs used in stress testing.
• Collaborate with treasury partners to incorporate funding, liquidity, balance sheet, and capital considerations into scenario design and stress testing interpretation.
• Work with economic forecasting teams to refine macroeconomic scenarios, narratives, and assumptions that inform portfolio and enterprise stress outcomes.
• Partner with country risk teams to incorporate geopolitical, sovereign, and regional considerations into scenario development and results assessment.
• Identify interdependencies across workstreams and ensure alignment of key assumptions, methodologies, and outputs.
• Drive thoughtful review and credible challenge of stress testing results, including interpretation of impacts, limitations, and areas of uncertainty.
• Synthesize quantitative analysis and qualitative judgment into clear, actionable insights for senior management and governance audiences.
• Contribute to the ongoing enhancement of stress testing methodologies, governance standards, and decision-support frameworks.
• Serve as a senior thought partner to the Head of Dynamic Stress Testing on strategic direction, emerging risks, and framework evolution.

Skills

Stress testing

Risk management

Quantitative analysis

Leadership

Executive communication

Cross-functional collaboration

Scenario design

Macroeconomic awareness

Education

Bachelor's degree in Finance, Economics, Mathematics, Statistics, Risk Management

Advanced degree preferred

Tools

Statistical modelling

Python/R data analysis

Governance frameworks

Job description

BNY Mellon seeks a Director of Dynamic Stress Testing to lead the end-to-end delivery of the firm's stress testing framework across risk and treasury. You will partner with risk modelling, treasury, and forecasting teams to design scenarios, challenge assumptions, and translate complex outputs into actionable insights for senior management.

The role requires enterprise leadership, strong analytical judgment, and the ability to influence governance discussions while driving robust, credible