Insight North America, LLC seeks a Lead Analyst, Data Management & Quantitative Analysis in New York, NY to work with internal and external datasets and client reference data and provide analysis in the development statistical, financial and/or econometric models for analyzing asset performance, securities data, derivative pricing, risk exposure or other sophisticated concepts. REQUIREMENTS: Bachelor's degree or foreign equivalent in Computational Finance, Mathematics, Statistics, or a related field and five (5) years of progressively responsible experience in the job offered or a related occupation: building core analytical tools, leveraging Excel and high-level programming languages, designed to evaluate, monitor, and hedge the mismatch between assets and liabilities on corporate balance sheets; Performing analysis of large data sets comprising of EDGAR company filings, Bloomberg Terminal data and DTCC trade repositories, leveraging tools including SQL and Tableau to communicate findings to senior management and clients; Using value-at-risk and stochastic calculus to model collateral requirements for a counterparty based on credit risk and credit support annex parameters, including rating dependencies and exposure thresholds; Conducting historical simulations of derivatives under different structures and market scenarios to measure hedge effectiveness for both accounting and economic purposes; Pricing, structuring and analyzing the risk and collateral requirements of credit default swaps, interest rate swaps, cross-currency basis swaps, interest rate options and foreign exchange derivatives; Building financial pricing models to monitor relative value in the US and Canada across cross-currency and bond-CDS bases, Treasury, LIBOR and OIS rates, and foreign exchange carry costs; and Analyzing the risk and performance of fixed income and FX portfolios/strategies using advanced regression, principal component analysis, Monte Carlo methods, variance-covariance models and risk factor decomposition analysis. In the alternative, the employer will accept a Master's degree in one of the above mentioned fields of study and three (3) years of experience in the above mentioned skills. Employer will accept any suitable combination of education, training, or experience. Qualified applicants please apply online at www.bnymellon.com/careers and utilize reference code # 211449 5. 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-New York-New York Internal Jobcode:
Asset Management Organization:
Insight-HR08644} Requisition Number: