Principal, Portfolio Management
Directly contributes to the completion of complex quantitatively oriented analytical assignments, Model Documentation, for the Banks Investment Portfolio Group. Works with Model Validation, Model Vendors and internal risk teams on all model related activity for the group. Interfaces with internal investment and trading personnel. Uses strong experience with investment systems and software, including Blackrock Aladdin, Intex, Trepp and other internal/external model platforms. Assist the Portfolio Management Team sector allocation decisions. Work with key stakeholders to drive enhancement to Models and risk reporting Evaluates performance/risk attribution for fixed income. May make recommendations on performance improvements and how to reduce the likelihood of identified risks. Contributes to the implementation of solutions for addressing risks, as directed. Independently manipulates financial and statistical databases to provide relative performance and risk comparisons against benchmarks and peer groups. Contributes to the development of solutions for the automating of data accumulation analyses. Provides guidance to more junior professionals on the use and manipulation of databases, as needed. Contributes to reports that provide clear and accurate analyses and that identify and track risks. Is continuing to build and use relationships with Portfolio Management Group colleagues, external peers, auditors and regulators to gain relevant and timely market information. No direct reports,, provides guidance to more junior team members, as needed. Contributes to the achievement of regional objectives. Modified based upon local regulations/requirements.
Bachelor's degree or the equivalent combination of education and experience is required. Degree in math, engineering, statistics, computational finance or economics preferred. MBA or CFA preferred. 10-12 years of total work experience preferred. Experience in finance, investments (Modern Portfolio Theory), risk management, and/or derivatives preferred.. 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.