- Master’s Degree/PhD in a quantitative discipline, including engineering, mathematics, physics, statistics, economics. The candidate must have a superb quantitative and analytical background with a solid theoretical foundation coupled with strong programming, documentation and communications skills
- Minimum 2 years (2 – 5 preferred) of modeling experience in financial services.
- Must have experience with complex quantitative modeling, numerical analysis, and computational methods using programming languages (such as C/C++, C#, Java, FORTRAN, MATLAB, SAS) as well as mathematical/statistical software packages.
- Knowledge and experience in pricing of financial instruments across different asset classes such as: Rates, Equity, FX and Credit.
- Knowledge and experience in design, implementation and/or validation of pricing models (e,g, Black Scholes, Black 76, Hull-White, SABR, Heston etc)
- Must be extremely focused, detail oriented, results oriented and highly productive.
- Must have a proven track record of being able to efficiently and effectively conduct independent research, analyze problems, formulate and implement solutions, and produce quality results on time.
- The candidate must have excellent scientific and technical documentation and presentation skills, assertiveness & influencing skills, and the skills to explain abstract theoretical concepts to a non-expert audience in easy-to-understand language.
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 • 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) BNY Mellon is an Equal Employment Opportunity Employer. Our ambition is to build the best global team – one that is representative and inclusive of the diverse talent, clients and communities we work with and serve – and to empower our team to do their best work. We support wellbeing and a balanced life, and offer a range of family-friendly, inclusive employment policies and employee forums. Primary Location: Poland-Dolnoslaskie-Wroclaw Job: Risk Internal Jobcode: 85358 Organization: Risk-HR06016 Requisition Number: 2106711
- Department Risk and Compliance
- Job level specialist
- Hourly dimension full time
- Salary not specified $ not-specified Month
- Languages English
- Experience none