BNY Mellon's HedgeMark is a business specializing in structuring, oversight, and risk monitoring of hedge fund investments. HedgeMark Poland Risk team is a part of Risk and Data Operations division that works alongside US and India teams on delivering performance and risk analytics products to HedgeMark clients. Visit us at: hm.bnymellon.com
WHAT YOU WILL WORK WITH
- Advanced market risk management concepts.
- Hedge fund investment strategies.
- Broad range of asset classes and 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 derivatives.
- Investment portfolio measures such as: Value at Risk, risk factor sensitivities and shocks, P&Ls estimated using Monte Carlo simulations, historical stress tests across a library of historical market moves, and many more.
- Controlling quality of risk engine output - providing analytical review of financial instruments - valuation and accompanying risk statistics. Reviewing change drivers and factors that influence performed calculations.
- Processing and assuring quality of monthly hedge fund portfolio data for performance and risk analysis.
- Performing ad hoc research projects on current or to-be-implemented risk calculations,
- Building knowledge of technology tools used to conduct analyses.
- Automation of data preparation for further processing.
- Analytical support for clients. Deciding which analyses, methodologies and approaches best support assessment of performance, risk or valuation.
This is a talent pipeline posting.
- Good command of English.
- BA or MA degree in financial related studies.
- Knowledge base: Risk Management, Investment Portfolio Management, Financial Mathematics, Statistics, Capital Markets, Security Analysis, Macro Economics,, Econometrics,
- Good command of MS Excel.
WILL BE AN ASSET
- Knowledge of financial instruments pricing (derivative instruments included).
- Financial engineering concepts.
- Bloomberg (or other financial data) terminal familiarity.
- CFA, CAIA, FRM, PRM or equivalent education programs completed or undergoing.
- Knowledge of market risk management approaches (Value at Risk, Stress Testing, Scenario Analysis and Monte Carlo simulations).
- Interest in automation tools like VBA macros in MS Excel, R, Python.
SOFT SKILLS & INTERESTS
Responsible, attention to detail, analytical mind, out of the box thinking, fast learning, problem solving and good team playing.
Interest in international financial markets, financial investments, risk management.
- Full time contract of employment
- Working Hours : Monday-Friday: 9:00 - 17:00
- 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
- Language training course
- 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)