Senior Specialist, Model Risk Developer

BNY

. Develop, enhance, and document macroeconomic forecasting methodologies .

Posted 9/21/2026full-timeUnited StatesSenior💰 $59,000 - $79,000 per yearWebsite

Core Competencies

Role fit

Core Competencies

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Demonstrates expertise in macroeconomic forecasting methodologies and statistical analysis, with strong programming skills in R and experience in financial modeling. Capable of synthesizing complex data and collaborating effectively with cross-functional teams to support regulatory stress testing and scenario design.

Highest-signal resume keywords

Macroeconomic ForecastingStatistical AnalysisProgramming in RFinancial ModelingQuantitative Skills

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills

Macroeconomic Forecasting MethodologiesStatistical AnalysisFinancial ModelingData SynthesisDocumentation SkillsQuantitative AnalysisForecastingEconometricsMathematicsEconomics

Soft Skills

Organizational SkillsCommunication SkillsInterpersonal SkillsNegotiation SkillsTeam Collaboration

Tools & Technologies

RPythonEViewsStata

Certifications & Qualifications

Master’s Degree in Quantitative Discipline

Industry Keywords

Financial InstitutionCentral BankConsulting FirmRegulatory Stress TestingCECLIFRS 9

Tech Stack

Tools & technologies

Python

About the role

Key responsibilities & impact

Develop, enhance, and document macroeconomic forecasting methodologies
Support execution of macroeconomic forecasts that make up scenarios
Work closely with vendors, key forecasting partners, downstream scenario consumers, and subject matter experts
Manage inbound questions, deliverables, and ad hoc requests accurately and within prescribed timelines
Interact regularly, verbally and in writing, with downstream modelers and Finance, Treasury, and Model Risk Management units
Support scenario design and expansion for regulatory stress testing, quarterly CECL/IFRS 9 reserve estimation, and ad hoc scenario-based analyses
Model the joint evolution of macroeconomic aggregates and financial market indicators across asset classes

Requirements

What you’ll need

Master’s degree in a quantitative discipline, including Economics, Econometrics, Quantitative Finance, Statistics, Mathematics, etc. is required; PhD is a plus
2+ years of work experience in research, forecasting, or business analytics for a leading financial institution, central bank, consulting firm, or similar
Strong background/interest in economics
Experience in forecasting and statistical analysis of macroeconomic and/or financial modeling is a plus
Strong quantitative skills
Strong programming and documentation skills
Experience with R, Python, EViews, or Stata is a plus
Ability to synthesize large amounts of data and various viewpoints and summarize key concepts
Excellent organizational and communication skills
Proven track record of executing deliverables and meeting deadlines under pressure
Ability to work individually and in teams
Strong interpersonal and negotiation skills
Strong programming skills in R are desired

Benefits

Comp & perks

Highly competitive compensation
Flexible global resources and tools
Wellbeing programs
Paid leaves, including paid volunteer time
401(k) plan
Company-sponsored medical insurance
Company-sponsored dental insurance
Company-sponsored vision insurance
Basic life insurance for the employee and eligible dependents
Vacation and sick time
Annual discretionary incentive award eligibility