LdAnlyst, Treasury and ALM Job Vacancy in BNY Mellon Chennai, Tamil Nadu – Latest Jobs in Chennai, Tamil Nadu

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Company Name : BNY Mellon
Location : Chennai, Tamil Nadu
Position : LdAnlyst, Treasury and ALM

Job Description : The Liquidity Stress Test is an internal estimate of the Firm’s available funding over various projection horizons, in a range of stress scenarios. The Test is a key input to the process of balance sheet planning / strategy and liquidity risk management. This particular function in Asset Liability Management (ALM) is responsible for the design and maintenance of firm-wide Liquidity Stress Testing assumptions, from abstract research and hypothesis testing through governance approval and implementation. Sound assumptions combine a rigorous assessment of historical data, a qualitative understanding of asset / liability / product in question, and a thoughtful estimation of how that product might behave in a period of severe market dislocation or idiosyncratic stress. Produce high quality Liquidity Stress Testing reports adhering to the accuracy and timeliness principles Provide analytical support for the reporting end-to-end with an eye on continuous improvement and robust controls Gather and analyze both internal and external data for these products and services Under moderate supervision, conducts advanced research, data gathering and analyses in support of more senior team members tasked with controlling the risks associated with assets, liabilities and liquidity funding management Support implementation of assumption changes, and ongoing performance monitoring of the Stress Test as a whole Reviews calculations for validity and accuracy, reporting on unexpected/undesired results, may require collaboration with senior staff to determine a solution Escalates unprecedented and complex issues to more senior team members/management Cultivates relationships with peers in the businesses, Risk Management, Finance and Corporate Treasury to ensure efficient collection of data/model inputs Specialization in finance, accounting or economics required 4+ years of experience required Strong proficiency with various statistical methods and database tools Excellent written and oral communication skills Excellent organizational skills to work with various stakeholders Good understanding of balance sheets for large, complex financial institutions Good understanding of global regulatory environment for systemically important banks Experience with QRM (Quantitative Risk Management) system Experience in Asset-Liability Management (Liquidity / IRR / Capital)

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