Reference #: 49801 The Treasury department is responsible for the management of BNY Mellon's $406 Billion balance sheet. It assumes a variety of risks in its activities to generate greater than $4 Billion in annual net interest income, largely through the monetization of the firm's deposit base with a $135 Billion investment portfolio of fixed income securities.  Additionally, the Treasury drives the allocation of the Firm's financial resources across the company, balancing capital and liquidity needs and demands and works to create the appropriate financial incentives for the businesses using these scarce resources. The Balance Sheet and Capital Management Oversight function is the second line of defense responsible for the global oversight of the management of capital and related balance sheet strategy at BNY Mellon. The team monitors Treasury's management activities relating to the adequacy, planning, and deployment of capital across the Firm. The function reviews important capital metrics such as the Leverage Ratio, Common Equity Tier 1 (CET1) Capital Ratio, Supplementary Leverage Ratio (SLR), and measures of Total Loss Absorbing Capacity (TLAC). Underlying exposure measures including client deposits and risk-weighted assets (RWA) are also reviewed and monitored. Oversight activities also include engagement in internal and external capital actions, participation in stress testing exercises such as CCAR and DFAST, and involvement in assessments of capital adequacy such as ICAAP, ICARA, and RCEN. Key counterparts include capital management teams within Treasury and Finance at the corporate level and across the world. Asset-Liability Management, liquidity, and capital knowledge is critical to understanding balance sheet constraints and trade-offs, as well as the regulatory and strategic constraints facing the Firm. The Balance Sheet and Capital Management Oversight team works very actively with the other Treasury Risk functions, and within Risk & Compliance functions relating to the management of risks to capital including Traded Market Risk, Credit Risk, and Model Risk, as well as Enterprise Risk Management and regional second line of defense stakeholders. As BNY Mellon is a Global Systemically Important Bank (GSIB), the regulatory requirements and expectations for the Treasury and Treasury Risk are at the highest standard in the country. The Vice President, Treasury Risk is an individual contributor working within the Balance Sheet and Capital Management Oversight team and will be responsible for a variety of activities including: Strengthening the function by assisting in preparing communication to senior management, the Board of Directors, and regulatory stakeholders. Supporting the function's control framework and related governance, inclusive of limits, policies, and any other standards. Contributing analysis to support annual and ad hoc exercises to rationalize and calibrate limits set on capital measures and articulate the Firm's risk tolerance in Risk Appetite Statements. Supporting our role in stress testing exercises including CCAR and DFAST, and assessments of capital adequacy including the Internal Capital Adequacy Assessment Process (ICAAP), Internal Capital and Risk Assessment (ICARA), and Recovery and Resolution Planning (RRP) measures such as Resolution Capital Execution Needs (RCEN). Evaluating and presenting analysis on new balance sheet or strategic initiatives raised by our business and corporate partners. Performing in depth risk analysis, reporting, and monitoring, in line with established practices. Assisting in producing content for Treasury Risk control committees, while building the necessary expertise in the area to participate in the future where relevant. Analyzing, and reviewing on an ongoing basis, business activities' impact on BNY Mellon's capital position, including new or changing initiatives. Engaging with various capital management functions and business partner areas in res ect of new products, business process changes, or other emerging risks. Partnering with others within the Risk Management department to provide supporting guidance and analysis in considering risk-taking capacity as informed by the Firm's capital position. Working closely with staff across functional areas within Treasury Risk, including Portfolio Risk, Liquidity Risk, and Interest Rate Risk, including those located in other regions, to holistically and globally manage risks at the Firm. Responsibilities and opportunity will evolve with the rapid development of the Portfolio Risk function, Treasury Risk function, and Risk & Compliance department. Requirements: Required Qualifications: Bachelor's degree or the equivalent combination of education and experience is required. Master's degree preferred. Minimum of 8 years of total work experience with 10-12 years of experience in market or liquidity risk preferred. Experience in financial services is strongly preferred. Preferred Qualifications: Very strong analytical skills to analyze complex processes and create a simpler and faster approach which balances accuracy and timeliness. Strong communication skills and the ability to appropriately distill analysis and content for senior management and other stakeholders. Expertise in Excel, PowerPoint, Word, and other Microsoft Office applications. Familiarity with software and programming languages including Python, R, SQL, VBA, Tableau, and Power BI will be a plus. Ability to work in unstructured environment, develop and implement risk frameworks and processes from scratch. Background in math, statistics, finance, accounting, economics, risk management, operations research, engineering, or a similar field is preferred. CFA or FRM certification is a plus. BNY Mellon offers highly competitive compensation, benefits, and wellbeing programs rooted in a strong culture of excellence and our pay-for-performance philosophy. We provide access to flexible global resources and tools for your life's journey. Focus on your health, foster your personal resilience, and reach your financial goals as a valued member of our team, along with generous paid leaves that can support you and your family through moments that matter. BNY Mellon is an Equal Employment Opportunity/Affirmative Action Employer - Underrepresented racial and ethnic groups/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. 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.

BNY Mellon is an Equal Employment Opportunity/Affirmative Action Employer. Minorities/Females/Individuals With Disabilities/Protected Veterans.