Trwa ładowanie. Prosimy o chwilę cierpliwości.
BNY Mellon (Poland) Sp. z o.o.
Data aktualizacji: 2024-04-23
Wrocław, dolnośląskie
Bankowość, Analiza
angielski
Praca hybrydowa
Data aktualizacji: 2024-04-23 Aplikuj
BNY Mellon (Poland) Sp. z o.o.
Vice President, Model Risk Management II
Vice President, Model Risk Management II

Vice President, Model Risk Management II


Overview

Bring your ideas. Make history. 

BNY Mellon offers an exciting array of future-forward careers at the intersection of business, finance, and technology. We are one of the world's top asset management and banking firms that manages trillions of dollars in assets, custody and/or administration. Known as the “bank of banks” - 97% of the world’s top banks work with us as we lead and serve our customers into the new era of digital. 

With over 238 years of rich history and industry firsts, BNY Mellon has been built upon our proven ability to evolve, lead, and drive new ideas at every turn. Today, we’re approximately 50,000 employees across 35 countries with a culture that empowers you to grow, take risks, experiment and be yourself. This is what #LifeAtBNYMellon is all about. 

We’re seeking a future team member for the role of the model risk specialist to join our model risk management team. This role is based in Wrocław with the opportunity to work 2 days per week from home.

In this role, you’ll make an impact in the following ways: 

  • Contribute to highly visible enterprise-wide model development function in the organization
  • Review and identify risk of various types of models: 1) Credit Risk Modeling 2) Treasury Modeling 3) Market Risk Modeling 4) Pricing Modeling 5) Forecasting
  • Propose the remediation plan and the mitigation controls
  • Design and maintain tools for model validation
  • Closely work the modelling team
  • Summarize the model performance in the validation reports

To be successful in this role, we’re seeking the following: 

  • Master's Degree/PhD in a quantitative discipline, including engineering, mathematics, physics, statistics, economics. The candidate must have a quantitative and analytical background with a solid theoretical foundation and strong programming, documentation, and communications skills.
  • 2+ of relevant experience in financial services.
  • Knowledge and familiarity with diverse model risk concepts
  • Experience with complex quantitative modelling, numerical analysis, and computational methods
  • Good programming skills in at least one of the programming languages: Python/R/C++
  • Focused, detail oriented, on time

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, 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)

At BNY Mellon, our inclusive culture speaks for itself. Here’s a few of our awards:

  • Fortune World’s Most Admired Companies & Top 20 for Diversity and Inclusion
  • Bloomberg’s Gender Equality Index (GEI)
  • Best Places to Work for Disability Inclusion, Disability: IN – 100% score
  • 100 Best Workplaces for Innovators, Fast Company
  • Human Rights Campaign Foundation, 100% score Corporate Equality Index
  • CDP’s Climate Change ‘A List’

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.