VP, First-Line Exposure Optimization & Risk Analytics

BNY Mellon; New York (NY); On-site; USD 140,000 - 230,000; Full time

Job summary

BNY Mellon is seeking a Vice President for First Line Exposure Optimization in New York, NY. You will perform quantitative risk analyses across Securities Finance and Prime Services, develop risk methodologies, and monitor counterparty and liquidity risk with stakeholders.

You will lead efforts to automate analytics, expand risk frameworks, and coordinate with Trading, Credit Risk and Margin teams to optimize risk-adjusted returns and balance sheet deployment.

Qualifications

• Bachelor's degree in a quantitative discipline or equivalent required.
• Experience with risk analytics, stress testing, scenario analysis, back-testing and/or quantitative model development preferred.
• Strong technical skills in Python, SQL and Excel are essential.

Responsibilities

• Perform quantitative analysis of counterparty and portfolio risk across Securities Finance and Prime Services, including stress testing, scenario and sensitivity analysis, concentration risk and liquidity risk.
• Develop, back-test and document risk methodologies such as margin, haircut, stress, concentration and exposure frameworks.
• Identify emerging risks and analyze large datasets to detect exposures, collateral deterioration and counterparty risk profile changes.
• Build automated risk analytics, dashboards and monitoring tools for intraday and end-of-day transparency.

Skills

Quantitative analysis

Stress testing

Scenario analysis

Exposure attribution

Python

SQL

Excel

Data analysis

Communication

Risk concepts

Education

Bachelor's degree in quantitative discipline

Tools

Bloomberg Terminal

SQL databases

Job description

BNY Mellon is seeking a Vice President for First Line Exposure Optimization in New York, NY. You will perform quantitative risk analyses across Securities Finance and Prime Services, develop risk methodologies, and monitor counterparty and liquidity risk with stakeholders.

You will lead efforts to automate analytics, expand risk frameworks, and coordinate with Trading, Credit Risk and Margin teams to optimize risk-adjusted returns and balance sheet deployment.