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Add your resume and apply to jobs with your Glassdoor profile. Create Profile. Job. Overall: The Head of Enterprise Risk Analytics manages and has ultimate accountability for the Enterprise Risk Analytics team, whose mandate is the following:. Quantification of Enterprise Level Risk to support strategic decision-making by senior management and the Board of Directors.. Development of analytical tools and models in support of this endeavor.. Enterprise Risk Analytics at BNY Mellon is currently comprised of the following related work-streams:. The development and enhancement of automation and efficiency capabilities within Risk and Compliance including the application of advanced analytics to leverage the unique wealth of data that is endemic to BNY Mellon's business model, and drive efficiency & improve risk-management capabilities. This will involve the development of business cases for machine learning projects and the development of prototype artificial intelligence products, using techniques such as predictive analytics and deep learning/machine learning. The ultimate goal will be to shape and build efficient self-learning applications using large amounts of data for banking applications.. Risk-adjusted Profitability: BNY Mellon has an evolving holistic framework for capital requirements and capital allocation that captures regulatory requirements and constraints as well as the true economic risks that the firm is exposed to. The ultimate goal of the Risk-adjusted Profitability framework is to comprehensively evaluate business opportunities and existing businesses using this holistic framework, in order to improve risk-adjusted returns and optimize the use of Capital throughout the firm.. Enterprise Risk profile: Related to the Risk-adjusted Profitability initiative, develop and enhance metrics to capture the Enterprise Risk profile of the firm, including the internal and external drivers of these metrics and their inter-relationship. Develop a suite of predictive models to forecast the Enterprise Risk profile. The ultimate goal of this project is to enable deeper understanding of the risk-return trade-off of the firm.. Qualifications. 15+ years of experience in Risk or Finance Analytics and 10 years of management experience required. Previous experience in any of the following areas is desirable: Economic Capital, Basel II compliance, Credit Portfolio reporting and analysis, Capital/Liquidity Risk, CCAR, the regulatory environment, Enterprise Risk frameworks. Experience in establishing and maintaining statistical models, monitoring their input parameters, and ensuring that the models are documented and validated consistent with industry best practice and company policy. Experience with senior audience as consumer of his/her analysis such as Chief Risk Officer, Chief Enterprise Risk Officer, other senior Risk and Compliance leaders, the Executive Committee of BNY Mellon, the Board of Directors of BNY Mellon.. Strong influencing skills within analytical domain, superb communication skills, ability to frame business problem(s) constructively.. PhD strongly preferred, minimum of MS or other advanced degree required. 15 years of direct relevant work experience including extensive risk management and quantitative analytics.. Exceptional skills in statistics, programming, data and computer science, and software engineering are required.. BNY Mellon is an Equal Employment Opportunity/Affirmative Action Employer.
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