Overview

Job description

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.

Department/Team overview

Comprehensive Capital Analysis & Review (CCAR) is a Federal Reserve requirement to perform stress testing to demonstrate banks have sufficient capital to withstand a severe economic stress event; results of the CCAR process inform firm’s ability to take capital actions such as paying dividends and share repurchases. Current Expected Credit Losses (CECL) is an approach used to calculate loan loss reserves reported on firm’s SEC financial statements (e.g., 10K, 10Q). CCAR Tech Team implements and executes CCAR and CECL financial analytics models covering forecasting (Balance Sheet, Macroeconomic Factors, Expense and Fee Revenue, etc.) and calculation (Market & Credit Risks, Risk Weighted Assets, Stress Capital Buffer Ratio, etc.) using analytics platform (compute cluster, GPU cluster, Spark/Hadoop, JupyterHub, Machine Learning(ML) toolkits, REST API, Micro-Services).

  Working hours – Standard working hours based on jurisdiction.

Your role

We have an exciting opportunity for a talented Full Stack Developer to join our team in Pittsburgh, PA. As a full stack developer within the CCAR Tech team, you will be working in a fast-paced environment to implement and provide risk model execution support for CCAR/CECL and our analytics platforms. You will gain a thorough understanding of CCAR/CECL risk models and related financial analytics, and use your skills and expertise for developing, supporting and maintaining applications to run risk models.

As a successful candidate you will be given an opportunity to acquire and develop knowledge from related fields:

• Design and develop resilient and scalable software solutions for hybrid environments (Private cloud, Public cloud, On-Premises) using agile software development methodologies.
• Work with business user to understand and document business requirements. Provide technical support in situations of moderate complexity.
• Create solutions to run risk models on distributed systems at incredible scale and speed with exposure to innovative technologies.
• Collaborate with experienced cross-disciplinary teams to coordinate coding, testing, implementation and documentation of financial models related to CCAR/CECL including credit risk, market risk, RWA and balance sheet forecasting models.

Qualifications

• Bachelor/Master Degree in computer science engineering or a related discipline.
• 2-5 years of experience in software development or a related field.
• Strong problem solving and analytical thinking skills with knowledge of computer science fundamentals.
• Proficiency in at least one programming language of the following: Python, Java, C++; working knowledge of database/SQL and UI Development.
• Experience with software development using Agile practices such as developing CI/CD workflows and tools like GitLab, unit testing and deployment will be preferred.
• Experience working with financial products and related risk analytics will be preferred.

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 and employee assistance program
• Award-winning Wellbeing Program supporting you with your unique health needs
• Pendion 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)