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
Data aktualizacji: 2021-04-08 Aplikuj
Specialist, Capital Adequacy & Stress Testing

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
The Capital Adequacy and Stress Testing team are responsible for ensuring that capital adequacy, in relation to its risk profile, is taken into account when developing the annual capital plans for the European entity.  The team are also responsible for conducting the capital stress testing required for the Internal Capital Adequacy Assessment Process, and Recovery and Resolution plans.

Your role
Independently conducts the research, data gathering, calculations, Quantitative Analytics and forecasting related to the execution of regulatory stress testing and risk planning in order to establish the firm's capital adequacy. With management, guides the determination of impacts of regulatory forecasts on income statements, balance sheets and capital actions in order to confirm quarterly minimums are met. Interfaces with internal and external leaders and conveys subject matter expertise in a range of capital adequacy and Risk Management activities. As a subject matter expert, influences management to adopt technical recommendations for a particular area of capital adequacy such as model development/testing/calculations, review/challenge, policy and procedures to guide firm compliance or actual reporting/submission of Bank's response.

  • Perform Internal capital assessments with associated forecasts (BAU and ad-hoc), and identify capital related management actions.
  • Coordinate the Risk Identification Process.
  • Deliver the internal Capital Adequacy Assessment Process document and Recovery and Resolution Planning - Capital Stress Testing section.
  • Conduct capital stress testing (economic downturn and ad-hoc), reverse stress testing, and sensitivity analysis to be used as part of the CCAR/ICAAP and Capital Planning.
  • Lead the Capital Stress Testing Committee to ensure robust governance around Internal Capital Adequacy and associated capital stress tests.
  • Develops and oversees the schedule and policies/procedures for the preparation of regulatory submissions. Applies high-level project management skills to guide the team on deadlines, work stream/task accountabilities, and format/rules to ensure a fully compliant/responsive submission. Sets work steps and sequencing, documentation and time/resource management.
  • Oversee and guide technology requirements to support automation of the stress testing and capital adequacy tools.
  • Anticipates changes in the regulatory environment and the business; conducts applicable research and makes recommendations for responding to emerging/changing regulatory requirements affecting capital adequacy requirements.

Qualifications:

  • Master's Degree in an economic or mathematic related discipline. The candidate must have very good organisation skills, be able to challenge the business in a constructive and efficient way, and must have good communication skills. The person should also not be reluctant for documentation tasks.
  • Minimum 2 years (2 - 5 preferred) in financial services, preferably in similar business. 
  • The person must have good technical skills and master Excel. VBA is a plus.
  • Must be extremely focused, detail oriented, results oriented and highly productive.
  • Must have a proven track record of being able to efficiently and effectively conduct independent research, analyse problems, formulate and implement solutions, and produce quality results on time. 
  • The candidate must have excellent documentation and presentation skills, assertiveness & influencing skills

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)