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Vice President, Market and Treasury Risk

ExperiencedNo visa sponsorship
BNY Mellon logo

at BNY Mellon

Asset Management

Posted 13 days ago

No clicks

**Vice President, Market and Treasury Risk**: Lead second-line market risk oversight for diverse investment portfolio. Key responsibilities: Develop AI-enabled risk management tools, perform portfolio risk analysis, evaluate risk-taking initiatives, and assess risk management processes. Ideal candidate offers AI/ML experience, strong fixed income security knowledge, and analytical prowess. Join our esteemed firm, with a competitive compensation package.

Compensation
$83,000 – $209,000 USD

Currency: $ (USD)

City
New York City
Country
United States

Full Job Description

Were seeking a future team member for the role of Market Risk Manager to join our Market and Treasury Risk team providing second line oversight over the investment portfolio which is managed by the Chief Investment Office (CIO). This role is located in New York City.

In this role, youll make an impact in the following ways:

  • Identify opportunities and develop AI-enabled tools to improve the effectiveness, consistency and timeliness of portfolio risk oversight activities

  • Perform in-depth portfolio risk analysis, monitoring and reporting in line with established practices

  • Evaluate and present analysis on new risk-taking initiatives raised by the CIO, including implications for portfolio risk, governance, controls and the broader treasury balance sheet

  • Conduct detailed deep dives on asset classes and individual securities, as well as end-to-end assessments of the supporting risk management processes, including surveillance, valuation, impairment, and stress modeling

To be successful in this role, were seeking the following:

  • Experience using, implementing or developing AI machine learning, natural language processing or advanced language processing tools within a risk management environment

  • Intellectual curiosity, sound judgment, and a continuous improvement mindset, including interest in helping scale the use of AI and emerging technologies across the Portfolio Risk function

  • Experience in portfolio risk, treasury risk, market risk, investment risk or fixed income risk management, preferably within a large, complex and highly regulated financial institution

  • Strong understanding of structured and non-structured fixed income securities, including key risk drivers, valuation considerations, and portfolio construction implications.

  • Knowledge of asset-liability management, liquidity, capital, and balance sheet management concepts relevant to Treasury investment activity

  • Strong analytical, communication, and problem-solving skills, with the ability to synthesize complex information into clear and actionable insights



BNY assesses market data to ensure a competitive compensation package for our employees. The base salary for this position is expected to be between $83,000 and $209,000 per year at the commencement of employment. However, base salary if hired will be determined on an individualized basis, including as to experience and market location, and is only part of the BNY total compensation package, which, depending on the position, may also include commission earnings, discretionary bonuses, short and long-term incentive packages, and Company-sponsored benefit programs.
This position is at-will and the Company reserves the right to modify base salary (as well as any other discretionary payment or compensation) at any time, including for reasons related to individual performance, change in geographic location, Company or individual department/team performance, and market factors.

Vice President, Market and Treasury Risk

Compensation

$83,000 – $209,000 USD

City: New York City

Country: United States

BNY Mellon logo
Asset Management

13 days ago

No clicks

at BNY Mellon

ExperiencedNo visa sponsorship

**Vice President, Market and Treasury Risk**: Lead second-line market risk oversight for diverse investment portfolio. Key responsibilities: Develop AI-enabled risk management tools, perform portfolio risk analysis, evaluate risk-taking initiatives, and assess risk management processes. Ideal candidate offers AI/ML experience, strong fixed income security knowledge, and analytical prowess. Join our esteemed firm, with a competitive compensation package.

Full Job Description

Were seeking a future team member for the role of Market Risk Manager to join our Market and Treasury Risk team providing second line oversight over the investment portfolio which is managed by the Chief Investment Office (CIO). This role is located in New York City.

In this role, youll make an impact in the following ways:

  • Identify opportunities and develop AI-enabled tools to improve the effectiveness, consistency and timeliness of portfolio risk oversight activities

  • Perform in-depth portfolio risk analysis, monitoring and reporting in line with established practices

  • Evaluate and present analysis on new risk-taking initiatives raised by the CIO, including implications for portfolio risk, governance, controls and the broader treasury balance sheet

  • Conduct detailed deep dives on asset classes and individual securities, as well as end-to-end assessments of the supporting risk management processes, including surveillance, valuation, impairment, and stress modeling

To be successful in this role, were seeking the following:

  • Experience using, implementing or developing AI machine learning, natural language processing or advanced language processing tools within a risk management environment

  • Intellectual curiosity, sound judgment, and a continuous improvement mindset, including interest in helping scale the use of AI and emerging technologies across the Portfolio Risk function

  • Experience in portfolio risk, treasury risk, market risk, investment risk or fixed income risk management, preferably within a large, complex and highly regulated financial institution

  • Strong understanding of structured and non-structured fixed income securities, including key risk drivers, valuation considerations, and portfolio construction implications.

  • Knowledge of asset-liability management, liquidity, capital, and balance sheet management concepts relevant to Treasury investment activity

  • Strong analytical, communication, and problem-solving skills, with the ability to synthesize complex information into clear and actionable insights



BNY assesses market data to ensure a competitive compensation package for our employees. The base salary for this position is expected to be between $83,000 and $209,000 per year at the commencement of employment. However, base salary if hired will be determined on an individualized basis, including as to experience and market location, and is only part of the BNY total compensation package, which, depending on the position, may also include commission earnings, discretionary bonuses, short and long-term incentive packages, and Company-sponsored benefit programs.
This position is at-will and the Company reserves the right to modify base salary (as well as any other discretionary payment or compensation) at any time, including for reasons related to individual performance, change in geographic location, Company or individual department/team performance, and market factors.