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Specialist - Model Development
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BNY Mellon Poland

BNY Mellon Poland

Specialist - Model Development

Offer parameters

salary not specified

contract of employment (full-time)

hybrid work • full office work
mid
valid for 23 days
(until 25 Jun)
Wrocław, Lower Silesia (Poland)

Technologies we use

Optional

C
C++
C#
Python
VBA Java
FORTRAN
MATLAB
SQL

Your responsibilities

The Incumbent 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 ive disciplines, each responsible for a different type of modelling:
1. Credit Risk Modelling
2. Market Risk Modelling
3. Pricing Modelling
4. Forecasting
5. Treasury Modelling
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.

Our requirements

  • Master's Degree graduate/student in their penultimate year of studies in a quantitative discipline, including engineering, mathematics, physics, statistics, economics.
  • 0-2 years’ experience in market/credit risk/treasury/ modelling.
  • 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#, Python, VBA Java, FORTRAN, MATLAB, SQL) as well as mathematical/statistical software packages is welcome.
  • Knowledge and interest in financial engineering, familiarity with pricing models (such as Black-Scholes, Hull-White, SABR), familiarity with financial derivates (such as swaps, options, swaptions, futures).
  • Understanding of a risk concept in a bank, especially market risk with a special focus on a Value-at-Risk.
  • Ability to handle large datasets, experience in data engineering would be also nice to have.

ABOUT THE TEAM

Risk and Compliance provide risk and compliance services across all BNY Mellon businesses. Organizationally, Risk and Compliance includes the following groups: Risk Management, Compliance, Global Corporate Security, Information Risk Management and Global Business Continuity. Risk Management oversees and delivers risk services and ensures new business risks are reviewed and approved. Risk Management is organized through Chief Risk Offices for each core business and critical operation. Risk managers provide shared support to BNY Mellon for operational risk services for Global Corporate Trust, Depositary Receipts, Treasury Services and Global Operations in EMEA. Compliance helps ensure BNY Mellon's businesses maintain appropriate processes to comply with applicable laws, regulations, BNY Mellon policies and ethics. This is accomplished through business- and business partner-specific teams of professionals, under centralized global management.
Company Image

Benefits

  • sharing the costs of sports activities
  • private medical care
  • sharing the costs of foreign language classes
  • sharing the costs of professional training & courses
  • life insurance
  • remote work opportunities
  • dental care
  • retirement pension plan
  • saving & investment scheme
  • no dress code
  • coffee / tea
  • leisure zone
  • kindergarten / nursery
  • employee referral program
  • charity initiatives

Recruitment stages

  • 1.
    Application to the system
  • 2.
    On-line Interview
  • 3.
    Feedback within 2 weeks

BNY Mellon Poland

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 & 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.
I apply to:
BNY Mellon Poland
BNY Mellon Poland
Wrocław, Lower Silesia (Poland)
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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.

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