Specialist, Market (Liquidity) Risk
BNY Mellon
Wroclaw, Poland
28 d. temu

Job Description

BNY Mellon Science represents the strategic centre of excellence for quantitative and analytical work focused on risk mitigation across BNY Mellon globally, delivering valuable insight and risk quantification across the firm.

BNY Mellon Science has grown rapidly and today represents a highly motivated and engaged team of skilled professionals with expertise in financial industry practices and regulation demanding deep quantitative talent.

  • The team works closely with colleagues across BNY Mellon to support the firm’s Capital Adequacy, Market Risk and Enterprise Risk modelling and data analytics;
  • alongside quantitative support for the annual Comprehensive Capital Analysis and Review (CCAR) Stress Test. The resources within BNY Mellon Science are working towards supporting other innovative quantitative and analytical solutions for the wider firm as a part of their strategic objectives for 2018 and into the future.

    Within Market Risk Reporting Team we are looking for Specialist who will cooperate with US based team and cover EMEA and Asia region. Responsibilities :

  • Provides daily market risk reporting support during European time.
  • The position is responsible to verify the completeness and accuracy of output from market risk engine, review reconciliation between input and output records, and independently investigate issues, coordinating with business and technology teams across APAC, EMEA and US regions.
  • Outside of daily routine reporting responsibilities, this position is also responsible for ongoing market risk reporting process improvements.
  • The candidate should have the ability to write clear business requirements and communicate effective with technology partners throughout SDLC, develop detailed test plans and performs UAT.
  • Ensures market risk data analysis, reporting and monitoring are sound, accurate and being completed effectively and in a timely manner.
  • Responsible for the daily interactions with other departments when investigating and validating reported changes in risk.
  • Recognized as the market risk point of contact within the assigned business / business partner areas.
  • Handles market risk data analysis, reporting and monitoring and completes data sourcing, data aggregation and data management for the business(es) supported and for market risk management, ensuring accuracy and correctness;
  • develops appropriate tools, partnering with Technology where needed.

  • Contributes to the establishment of the market risk strategy for the business / business partner area and is responsible for ensuring the implementation of that strategy.
  • Partners with the business to help them achieve their objectives within the Risk Appetite of the firm.
  • Assists in the development and implementation of tools and procedures to measure and monitor multiple risks hierarchically and across the entire organization.
  • Leads the interaction with technology staff in the development of new risk analysis, platform and data initiatives, and testing of modifications to the risk tools and processes.
  • Begins to build strategic relationships to influence at all levels of the organization.
  • Liaises with internal and external auditors and regulators to ensure compliance to prescribed standards. No direct reports;
  • provides technical advice / guidance to less experienced Market Risk roles as needed.

  • Responsibilities are primarily limited to assigned business / business partner areas.
  • However, tasks may produce cross-regional impacts. Modified based upon local regulations / requirements.
  • Qualifications

    Education Requirement : Master Degree or the equivalent combination of education and experience is required, in the fields of Finance, Economics, Quantitative Science and Engineering (Mathematics, Statistics, Physics, Chemistry, Operations Research, Computer Science, Computer Engineering etc.

    Advanced degree is preferred. Prior Work Requirements : 2-5 years of experience in market risk preferred. Experience in financial services is preferred.

    Discipline Requirements : Ability to analyze and report on financial products and financial risk, macroeconomic issues, interest rate risk, and relevant regulation (e.

    g., Basel, Volcker etc.). Technology Requirements : (Must Have) Advanced Excel, SQL, Visio and PowerPoint; (Nice-to-have) Tableau, Excel VBA

    If you apply for this role this means you agree with the following statement :

    Through my application for a role with BNY Mellon (Poland) sp. z.o.o. (the Company) I hereby authorize the Company to process my personal data for the purposes of recruitment.

    Furthermore I declare that I am aware of the voluntary submission of data and I am informed about the right to access the data and the right to correct it, pursuant to the Personal Data Protection Act of 29 August 1997 (Journal of Laws Dz.

    U No. 133, item 883) . I authorise the Company to process my personal data for future recruitment processes. Furthermore, I authorize BNY Mellon and its’ affiliates, Taleo (UK) Limited to process my personal data.

    BNY Mellon and affiliates registration details.- BNY Mellon (Poland) sp. z.o.o Registered office Swobodna 3, 50-088 Wroclaw

    The Bank of New York Mellon (International) Limited 1 Canada Square, London, E14 5AL

    The Bank of New York Mellon SA / NV 46 Rue Montoyerstraat, B-1000 Brussels, Belgium

    Taleo (UK) Limited Registered office - 78-586 Chiswick High Road, London W4 5RP, United Kingdom,

    Please note that during the recruitment process you may be asked to provide further information and supporting documents.

    The information provided may be verified and reviewed, to the extent permitted by the law, as to their veracity and accuracy.

    For over 230 years, the people of BNY Mellon have been at the forefront of finance, expanding the financial markets while supporting investors throughout the investment lifecycle.

    BNY Mellon can act as a single point of contact for clients looking to create, trade, hold, manage, service, distribute or restructure investments & safeguards nearly one-

    fifth of the world's financial assets. BNY Mellon remains one of the safest, most trusted and admired companies. Every day our employees make their mark by helping clients better manage and service their financial assets around the world.

    Whether providing financial services for institutions, corporations or individual investors, clients count on the people of BNY Mellon across time zones and in 35 countries and more than 100 markets.

    It's the collective ambition, innovative thinking and exceptionally focused client service paired with a commitment to doing what is right that continues to set us apart.

    Make your mark : bnymellon.com / careers.

    Risk and Compliance provide risk and compliance services across all BNY Mellon businesses. Organizationally, Risk and Compliance includes the following groups : Risk Management, Compliance, Global Corporate Security, Information Risk Management and Global Business Continuity.

    Risk Management oversees and delivers risk services and ensures new business risks are reviewed and approved. Risk Management is organized through Chief Risk Offices for each core business and critical operation.

    Risk managers provide shared support to BNY Mellon for operational risk services for Global Corporate Trust, Depositary Receipts, Treasury Services and Global Operations in EMEA.

    Compliance helps ensure BNY Mellon's businesses maintain appropriate processes to comply with applicable laws, regulations, BNY Mellon policies and ethics.

    This is accomplished through business- and business partner-specific teams of professionals, under centralized global management.

    BNY Mellon is an Equal Employment Opportunity Employer.

    Aplikuj
    Aplikuj
    Mój adres email
    Klikając na "Continue ", zgadzasz się, że neuvoo gromadzi i przetwarza Twoje dane osobowe, które dostarczyłeś w tym formularzu, aby utworzyć neuvoo konto i zapisać się na nasze alerty e-mail, zgodnie z naszymi Polityka prywatności . Użytkownik może wycofać swoją zgodę w dowolnym momencie, wykonując czynności .
    Kontynuuj
    Formularz wniosku