The Bank of New York Mellon seeks a Senior Group Manager, Model Development in Pittsburgh, PA, to oversee execution of the corporate-wide standards for model development. Requirements: Master’s degree or foreign equivalent in Quantitative and Computational Finance, Mathematics, Statistics, or a related quantitative field and seven (7) years of experience in the job offered or related occupation: performing market risk/interest rate risk modeling, asset-liability modeling and Income Forecasting within large complex financial organizations; working on fixed income and derivative securities valuation, yield curves, interest rate models and option valuation; performing Agency/Non-Agency Residential and Commercial Mortgage Backed Securities valuation, Mortgage Loans valuation and prepayments modeling; setting up Income Forecasting, Planning and Stress Testing for a large financial institution; working with Quantitative Risk Management (QRM) model, Intex and AD&Co prepayment models; and working with languages/software including SQL, Bloomberg, Microsoft Excel, VBA. Qualified applicants please apply online at www.bnymellon.com/careers and utilize reference code #2012073. Please The Bank of New York Mellon seeks a Senior Group Manager, Model Development in Pittsburgh, PA, to oversee execution of the corporate-wide standards for model development. Requirements: Master’s degree or foreign equivalent in Quantitative and Computational Finance, Mathematics, Statistics, or a related quantitative field and seven (7) years of experience in the job offered or related occupation: performing market risk/interest rate risk modeling, asset-liability modeling and Income Forecasting within large complex financial organizations; working on fixed income and derivative securities valuation, yield curves, interest rate models and option valuation; performing Agency/Non-Agency Residential and Commercial Mortgage Backed Securities valuation, Mortgage Loans valuation and prepayments modeling; setting up Income Forecasting, Planning and Stress Testing for a large financial institution; working with Quantitative Risk Management (QRM) model, Intex and AD&Co prepayment models; and working with languages/software including SQL, Bloomberg, Microsoft Excel, VBA. Qualified applicants please apply online at www.bnymellon.com/careers and utilize reference code #2012073. Please indicate “referral source – advertisement – WEB. Qualifications . BNY Mellon is an Equal Employment Opportunity/Affirmative Action Employer. Minorities/Females/Individuals With Disabilities/Protected Veterans. Our ambition is to build the best global team – one that is representative and inclusive of the diverse talent, clients and communities we work with and serve – and to empower our team to do their best work. We support wellbeing and a balanced life, and offer a range of family-friendly, inclusive employment policies and employee forums. Primary Location: United States-Pennsylvania-Pittsburgh Internal Jobcode: 85362 Job: Finance/Accounting Organization: Corporate Treasury-HR06004 Requisition Number: 2012073