In 1931 Andrew W. Mellon had been Secretary of the Treasury for ten years. He was one of the most powerful men in the world; they used to say that three presidents had served under him. This building was his gift to his native city, a reminder of his almost imperial power, and a perfect example of the architectural style Father Pitt likes to call American Fascist.
The word “fascist” comes from fasces, an ancient Roman symbol of authority. The fasces are a bundle of twigs with an axe in the middle. And here they are, right over the entrance, making this perhaps the only literally fascist building in Pittsburgh. [Update: This is far from true; once he started to look for them, old Pa Pitt found that fasces were quite common on government buildings before the Second World War.]
The Federal Building is a block and a half north on Grant Street from the Steel Plaza subway station.