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Przeglądana oferta pracy jest nieaktualna
BNY Mellon (Poland) Sp. z o.o.
Data aktualizacji: 2022-02-18
Wrocław, dolnośląskie
Bankowość, Analiza
Data aktualizacji: 2022-02-18
BNY Mellon (Poland) Sp. z o.o.
Risk Analyst - HedgeMark
Risk Analyst - HedgeMark

Risk Analyst - HedgeMark


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

RESPONSIBILITIES

  • 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.

 Our offer:

  • 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)

 


BNY Mellon is an Equal Employment Opportunity/Affirmative Action Employer. Minorities/Females/Individuals With Disabilities/Protected Veterans.

Our ambition is to build the best global team – one that is representative and inclusive of the diverse talent, clients and communities we work with and serve – and to empower our team to do their best work. We support wellbeing and a balanced life, and offer a range of family-friendly, inclusive employment policies and employee forums.