Overview

Senior Analyst, Data Management & Quantitative Analysis - Wroclaw

The Intern will contribute to highly visible enterprise-wide modelling programs, dedicated to a specific area of the business. The models make estimates that are a key input to management decisions and are reported to Senior Management and the Board of Directors on a regular basis. The role will be to execute corporate-wide standards for model development. The incumbent will be responsible for identifying problems that can be solved by the application of financial theory and building models which improve the firm's operations. The incumbent may work in one of five disciplines, each responsible for a different type of modelling:

1. Credit Risk Modelling
2. Market Risk Modelling
3. Pricing Modelling
4. Forecasting

Execute corporate-wide standards for model development by creating options for theoretical frameworks, collecting data needed, supporting assumptions, and reviewing outcomes. Work will align to the development scope established by more senior colleagues. Support the validation of models, the incumbent is expected to provide testing and analysis at the request of Model Risk Management. Support the use of models, the incumbent is expected to execute models in accordance with approval conditions and communicate results to management. The incumbent will be responsible for performance monitoring of models, identifying possible deterioration by comparing outcomes to established thresholds. Primarily responsible for the accuracy and quality of own work. Modified based upon local regulations.

Requirements:

• Master's Degree/student in their penultimate year of studies in a quantitative discipline, including engineering, mathematics, physics, statistics, economics.
• The candidate must have a quantitative and analytical background with a solid theoretical foundation coupled with strong programming, documentation and communications skills.
• Experience with complex quantitative modelling, numerical analysis, and computational methods using programming languages (such as C/C++, C#, Java, FORTRAN, MATLAB, SAS) as well as mathematical/statistical software packages is welcome
• Must be focused, detail oriented, results oriented and highly productive.

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.

Employer Description:

For over 230 years, the people of BNY Mellon have been at the forefront of finance, expanding the financial markets while supporting investors throughout the investment lifecycle. BNY Mellon can act as a single point of contact for clients looking to create, trade, hold, manage, service, distribute or restructure investments and safeguards nearly one-fifth of the world's financial assets. BNY Mellon remains one of the safest, most trusted and admired companies. Every day our employees make their mark by helping clients better manage and service their financial assets around the world. Whether providing financial services for institutions, corporations or individual investors, clients count on the people of BNY Mellon across time zones and in 35 countries and more than 100 markets. It's the collective ambition, innovative thinking and exceptionally focused client service paired with a commitment to doing what is right that continues to set us apart. Make your mark: bnymellon.com/careers.