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.
• Responsible for processing and overseeing the risk analysis across a large number of complex monthly and daily hedge funds.
• Responsible for processing more complex hedge fund portfolios for performance and risk analysis.
• Responsible for analyzing the quality of the output - which includes quantitative review of valuation, notional, VaR, greeks, isolated risk factor shocks and stress testing for the full spectrum of security types across asset classes, including equities, bonds, convertible bonds, inflation linked bonds, options, futures, swaps, swaptions, caps, floors and other derivatives.
• Work closely with Risk Engine team to troubleshoot risk modeling issues and act as one of the primary individuals responsible for enhancing existing models and testing/integrating new pricing/risk models into the firm’s risk engine.
• Perform ad hoc research projects on current risk models and generated output.
• Oversee the hedge fund onboarding process of new funds to establish a strong modeling and operational process.
• Coordinate with administrators and Hedge Funds to set up all Hedge Fund position data feeds
• Bachelor's degree or the equivalent combination of education and experience.
• Advanced degree in quantitative analysis preferred.
• 3-5 years of total work experience preferred.
• Experience in quantitative finance and technology preferred.
• 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)