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Analyst, Data Management & Quantitative Analysis

  • Wrocław, dolnośląskie pokaż mapę
  • Specjalista
  • 02.07.2018

    Pracodawca ma prawo zakończyć rekrutację we wcześniejszym terminie.

    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. Everyday 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.
    Analyst, Data Management & Quantitative Analysis

     

    Work Place: Wrocław
    1804515

    BNY Mellon's HedgeMark is a specialist in the structuring, oversight, and risk monitoring of hedge fund investments. HedgeMark’s Dedicated Managed Account Solutions along with position-level risk & performance analytics are aimed at institutional investors seeking increased customization, transparency, control and governance around their hedge fund investments. HedgeMark’s Polish team is a part of Client Service & Risk Analytics Division and works alongside US and India teams on delivering performance and risk analytics products to HedgeMark clients.


    WHAT YOU WILL WORK WITH

    • Advanced market risk management concepts.
    • Value at Risk measures, Monte Carlo simulations, risk factor sensitivities, risk factor shocks, stress testing and others.
    • Broad range of asset classes.
    • 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 derivative instruments.
    • Hedge Funds’s investment strategies.

    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 and daily 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.


    REQUIREMENTS

    • Good command of English
    • BA or MA degree in financial related studies
    • Knowledge base: Econometrics, Financial Mathematics, Statistics, Macro Economics, Investment Portfolio Management, Risk Management, Security Analysis, Capital Markets
    • Good command of MS Excel

    WILL BE AN ASSET

    • 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).
    • Knowledge of financial instruments pricing (derivative instruments included).
    • Financial engineering concepts.
    • VBA macros Excel.
    • Bloomberg (or other financial data) terminal familiarity.

    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: 10:00 – 18:00
    • Location : Sagittarius Building ul. Sucha 2
    • Competitive salary
    • Health & Life Insurance
    • Multisport card / Cinema Tickets / Nursery subsidiary
    • Pension scheme
    • Excellent opportunities for training, growth and professional development
    • Opportunities to engage in diverse projects due to growth of business migrations
    • A multitude of opportunities to get involved in additional charity projects
    • A collaborative culture and great teams

     

    How to Apply

    We invite you to complete a candidate profile online.

    Source: Job Board

    Source Specific: Pracuj.pl

    Dear Applicant,

    If you apply for this role this means you agree with the following statement:

    Through my application for a role with BNY Mellon (Poland) sp. z.o.o. (the Company) I hereby authorize the Company to process my personal data for the purposes of recruitment. Furthermore I declare that I am aware of the voluntary submission of data and I am informed about the right to access the data and the right to correct it, pursuant to the Personal Data Protection Act of 29 August 1997 (Journal of Laws [Dz.U] No. 133, item 883)”. I authorise the Company to process my personal data for future recruitment processes.


    Furthermore, I authorize BNY Mellon and its’ affiliates, Taleo (UK) Limited to process my personal data.


    BNY Mellon and affiliates registration details.-


    BNY Mellon (Poland) sp. z.o.o Registered office – Swobodna 3, 50-088 Wroclaw

    The Bank of New York Mellon (International) Limited – 1 Canada Square, London, E14 5AL

    The Bank of New York Mellon SA/NV – 46 Rue Montoyerstraat, B-1000 Brussels, Belgium
    Taleo (UK) Limited Registered office - 78-586 Chiswick High Road, London W4 5RP, United Kingdom.

     

    Please note that during the recruitment process you may be asked to provide further information and supporting documents. The information provided may be verified and reviewed, to the extent permitted by the law, as to their veracity and accuracy.



    Prosimy o dopisanie następującej klauzuli: „Wyrażam zgodę na przetwarzanie moich danych osobowych zawartych w ofercie pracy przez firmę BNY Mellon (Poland) Sp. z o.o. dla potrzeb niezbędnych do realizacji procesu rekrutacji zgodnie z ustawą o ochronie danych osobowych z dn. 29.08.97 r. (Dz. U. 2002 Nr 101 poz. 9236 z późn. zm.)."

    Zastrzegamy sobie prawo do odpowiedzi tylko na wybrane aplikacje.