Lead Analyst, Data Management & Quantitative Analysis
BNY Mellon
Wroclaw, Poland
3 d. temu

WHAT YOU WILL WORK WITH

  • Advanced market risk management concepts.
  • Value at Risk measures, Monte Carlo simulations, risk factor sensitivities, risk factor shocks, stress testing and others.
  • Broad range of asset classes.
  • Financial instruments such as : equities, bonds, convertible bonds, inflation linked bonds, options, futures, swaps, swaptions, CDS’s, MBS’s, CDO’s and other more exotic derivative instruments.
  • Hedge Funds’ investment strategies.
  • RESPONSIBILITIES

  • Controlling quality of risk engine output providing advanced and extended analytical review of financial instruments’ valuation and accompanying risk statistics.
  • Reviewing change drivers and factors that influence performed calculations.

  • Processing and assuring quality of a large number of complex monthly and daily hedge fund portfolio data for performance and risk analysis.
  • Coordinating with administrators, hedge fund managers or other counterparties to set up all hedge fund position data feeds and assure its correctness.
  • Managing junior staff, planning, coordinating and checking their deliverables.
  • Training and mentoring junior staff on subject matter knowledge.
  • Working closely with external risk calculation team to troubleshoot calculation issues.
  • Writing requirements for enhancements of risk measurement or valuation approaches.
  • Integrating new risk measurement approaches into firm’s risk engine.
  • Building and transferring knowledge of technology tools used to conduct analyses.
  • Analytical support for clients. Deciding which analyses, methodologies and approaches best support assessment of performance, risk or valuation.
  • Automation of data preparation for further processing.
  • REQUIREMENTS

  • Market risk management / reporting familiarity.
  • Knowledge of risk management approaches (Value at Risk, Stress Testing, Scenario Analysis, Monte Carlo simulations).
  • Knowledge of financial instruments pricing / valuation (derivative instruments included).
  • Financial engineering concepts.
  • General knowledge base : Econometrics, Financial Mathematics, Statistics, Macro Economics, Investment Portfolio Management, Risk Management, Security Analysis, Capital Markets.
  • MS Excel,
  • Good command of English.
  • WILL BE AN ASSET

  • CFA, CAIA, FRM, PRM or equivalent education programs completed or undergoing.
  • VBA macros MS Excel.
  • Bloomberg (or other financial data) terminal familiarity.
  • SOFT SKILLS & INTERESTS

  • Responsible, attention to detail, analytical mind, out of the box thinking, fast learning, problem solving and good team playing.
  • Being able to explain complex risk management issues.
  • Interest in international financial markets, financial investments, risk management.
  • 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.

    BNY Mellon's Asset Servicing business is dedicated to dynamically supporting our clients' investments and safeguarding their assets, keeping them working around the clock and across the world.

    It's part of our commitment to being a true partner for our clients' investment success. We specialize in operational solutions and capabilities for today's market-

    enhancing management and administration of investments with services that process, monitor and measure investment data from around the world.

    By leveraging BNY Mellon's global footprint and deep expertise, we deliver insight-driven solutions for every phase of investing.

    BNY Mellon is an Equal Employment Opportunity Employer.

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