Senior Quantitative Risk Specialist

4 tygodni temu


Wrocław, Województwo dolnośląskie, Polska THE BANK OF NEW YORK MELLON CORPORATION Pełny etat

Unlock Your Potential in Model Risk Management

BNY Mellon is seeking a highly skilled Model Risk Specialist to join our Model Risk Management team. This role is based in Wroclaw with the opportunity to work days per week from home. Title in the contract: Vice President, Model Risk Management I

About the Role

We're looking for a talented individual to contribute to our highly visible enterprise-wide model development function. As a Model Risk Specialist, you'll review and identify risk of various types of models, propose remediation plans, and design and maintain tools for model validation.

Key Responsibilities

  • Contribute to the development of highly visible enterprise-wide models
  • Review and identify risk of various types of models: Credit Risk Modeling, Treasury Modeling, Market Risk Modeling, Pricing Modeling, Forecasting
  • Propose remediation plans and mitigation controls
  • Design and maintain tools for model validation
  • Closely work with the modelling team
  • Summarize model performance in validation reports

Requirements

  • Master's Degree/PhD in a quantitative discipline, including engineering, mathematics, physics, statistics, economics
  • Years 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

About BNY Mellon

BNY Mellon is a leading global financial services institution with a rich history and industry firsts. We're committed to evolving, leading, and driving new ideas at every turn. Our culture empowers you to grow, take risks, experiment, and be yourself. We're proud to be recognized for our diversity and inclusion efforts, and we're committed to creating a workplace that's inclusive and supportive of all employees.

Our Benefits

BNY Mellon offers highly competitive compensation, benefits, and wellbeing programs rooted in a strong culture of excellence and our pay-for-performance philosophy. We provide access to flexible global resources and tools for your life's journey. Focus on your health, foster your personal resilience, and reach your financial goals as a valued member of our team, along with generous paid leaves that can support you and your family through moments that matter.



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