Quantitative Risk Modeler

4 tygodni temu

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

About BNY Mellon

We are a leading global financial institution that manages trillions of dollars in assets, custody, and administration. Our team is dedicated to delivering innovative solutions that drive business growth and success.

Job Summary

We are seeking a highly skilled Quantitative Risk Modeler to join our Risk and Compliance team. As a key member of our team, you will be responsible for developing and maintaining economic capital models, collaborating with the validation team, and ensuring the accuracy and soundness of quantitative methods.

Key Responsibilities

  • Develop, maintain, and execute economic capital models
  • Collaborate with the validation team to determine frameworks, source data, assumptions, and outcomes
  • Evaluate framework options and identify the most suitable for the business needs
  • Ensure accuracy of reports and calculations, and maintain proper model documentation
  • Support the validation of models, providing testing and analysis as requested by Model Risk Management
  • Support the use of models and communicate results to management
  • Monitor model performance, identifying potential deteriorating trends

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 various risk concepts, with Credit risk business knowledge a plus
  • Good programming skills in one of the programming languages: Python/R/C++
  • Experience with complex quantitative modeling, numerical analysis, and computational methods a plus

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 program, employee assistance program
  • Award-winning Wellbeing Program supporting your unique health and wellbeing needs
  • Pension scheme
  • On-site childcare and a parental buddy program
  • Exciting opportunities for career and global mobility
  • Diverse and inclusive environment
  • Employee Referral Program
  • Recognition programs

About BNY Mellon's Inclusive Culture

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

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