Risk Analyst, HedgeMark 40 views

For over 235 years, Bank of New York Mellon (BNY Mellon) has been at the center of the global financial markets, providing the world’s leading institutions the tools, capabilities, and services to be distinctive investors. We power individuals and institutions to succeed in the global economy providing investment management, investment services and wealth management.
With a dedicated business presence on six continents and in 35 countries, BNY Mellon delivers global scale at the local level. The Global Delivery Centre in Wroclaw is a growing location, predominately providing support services to BNY Mellon entities in the areas of fund accounting, investment operations and technology.
Our organizational culture stands on solid values – Integrity, Strength in Diversity, Passion for Excellence and Courage to Lead. Our guiding principles drive us to always do what’s right, helping everyone feel included on the way, to take the risks necessary to lead and get things done.

Department overview     

BNY Mellon’s HedgeMark is a business specializing in structuring, oversight, and risk monitoring of hedge fund investments. HedgeMark Poland Risk team is a part of Risk and Data Operations division that works alongside US and India teams on delivering performance and risk analytics products to HedgeMark clients. Visit us at: hm.bnymellon.com

You will have the opportunity to work with:

Advanced market risk management concepts.
Hedge fund investment strategies.
Broad range of asset classes and 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 derivatives.
Investment portfolio measures such as: Value at Risk, risk factor sensitivities and shocks, P&Ls estimated using Monte Carlo simulations, historical stress tests across a library of historical market moves, and many more.
Working Hours : Monday-Friday: 9:00 – 17:00

Your role:

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 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.

The succesfull candidate will demonstrate/possess:

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

Nice to have:

  • Knowledge of financial instruments pricing (derivative instruments included).
  • Financial engineering concepts.
  • Bloomberg (or other financial data) terminal familiarity.
  • 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).
  • Interest in automation tools like VBA macros in MS Excel, R, Python.

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.
  • Language training course.
  • 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).

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