Temat tygodnia
Wywiad z Wojciechem Ruśkiewiczem, Managerem w dziale Doradztwa Podatkowego Deloitte.
Trwa ładowanie. Prosimy o chwilę cierpliwości.
BNY Mellon (Poland) Sp. z o.o.
Data aktualizacji: 2021-04-08
Wrocław, dolnośląskie
Bankowość, IT
Data aktualizacji: 2021-04-08 Aplikuj
Group Manager, Model Development Market Risk Modeling

BNY Mellon powers individuals and institutions to succeed in the global economy providing investment management, investment services and wealth management. BNY Mellon is the corporate brand of The Bank of New York Mellon Corporation (NYSE: BK).
With a dedicated business presence on six continents and in 35 countries, BNY Mellon delivers global scale at the local level.
The Global Delivery Centre in Wroclaw is a growing location, predominately providing support services to BNY Mellon entities in the areas of fund accounting and investment operations.

Team overview

Market Risk Modeling team develops and maintains a suite of risk analytics implemented as C++ and Python code.  The team also automates repetitive tasks to ease generation of various risk reports and model monitoring. The team is instrumental in supporting business initiatives, making sure new types of financial instruments that business would like to include in the portfolio are captures by the risk system.
Working hours – 9 to 5 Poland time, as a rule. However due to very close working relationship with New York team members, a lot of meetings and communications fall on the afternoon, and the flexibility to shift working hours 1 or 2 hours is desirable. There is no problem to adjust working hours for the needs of the company or for the needs of the employee, given successful progression of the projects handled by an employee.

Your role

We have an exciting opportunity for a talented Group Manager, Model Development to join our team in Wroclaw. As Group Manager, Model Development, you will lead the team of quantitative analysts developing market risk analytics, supporting production process of daily risk measures calculation, communication with Business, Risk Managers, Technology , Model validation, testing risk calculations the new products

As a successful candidate you will be given opportunity to acquire and develop knowledge from related fields:
•Working in a team to deliver Risk analytics enhancements
•Supporting day-to-day activities surrounding Value-at-Risk calculation
•Presenting quarterly regulatory required reports to the Risk Managers
•Coordinating efforts within Market Risk Modeling team, provide guidance to junior team members
•Communicating efficiently with the market risk modelers in New York
•Lead and manage resources for Risk and Compliance Global Centers to enable the success of the department by:

- managing resources through active management (hold regular one-on-ones), developing our resources (support training goals) and engaging the team (build talent, onboard, recruit)

- communicating with peers and management regularly to proactively surface issues, identify opportunities and escalate when necessary

- conducting responsibilities of the Local Manager in a manner that build a sense of community

-execute on administration within R&C or Corporate guidelin


•Degree in Mathematics, Physics, or other technical discipline
•Fluent English spoken and written (min. B2 level)
•Proven relevant client service and risk management experience within financial services
•Good problem-solving skills with excellent attention to detail
•Excellent communication skills and experience within a client facing financial role
•Very good working knowledge of C++ or Python
•Previous experience in a team lead position or people manager’s role
•Ability and desire to be a local manager for the Poland part of Market Risk modelling team

Our offer

• Full time contract of employment
• City Centre locations close to main railway station and flexible working arrangements
• Flexible benefits package, including life and medical insurance, health screening, fitness discount programme, employee assistance program
• Award-winning Wellbeing Program supporting you with your unique health and wellbeing needs
• Pension scheme
• On-site childcare and a parental buddy programme
• Exciting opportunities for career and global mobility
• Diverse and inclusive environment
• Employee Referral Program
• Recognition programmes
• A multitude of opportunities to get involved in charity projects and Employee Resource Groups (ERGs)