Analityk ds.Zarządzania Danymi - Analyst, Data Management & Quantitative Analysis
BNY Mellon is a global investments company dedicated to helping its clients manage and service their financial assets throughout the investment lifecycle. Whether providing financial services for institutions, corporations or individual investors, BNY Mellon delivers informed investment management and investment services in 35 countries and more than 100 markets.
BNY Mellon's HedgeMark is a specialist in the structuring, oversight, and risk monitoring of hedge fund investments. HedgeMark’s Dedicated Managed Account Solutions along with position-level risk & performance analytics are aimed at institutional investors seeking increased customization, transparency, control and governance around their hedge fund investments. HedgeMark’s Polish team is a part of Client Service & Risk Analytics Division and works alongside US and India teams on delivering performance and risk analytics products to HedgeMark clients.
What You will work with
- Advanced market risk management concepts.
- Value at Risk measures, Monte Carlo simulations, risk factor sensitivities, risk factor shocks, stress testing and others.
- Broad range of asset classes.
- 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 derivative instruments.
- Hedge Funds’s investment strategies.
- 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 and daily 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.
- Good command of English.
- BA or MA degree in financial related studies.
- Knowledge base: Econometrics, Financial Mathematics, Statistics, Macro Economics, Investment Portfolio Management, Risk Management, Security Analysis, Capital Markets.
- Good command of MS Excel.
Will be an asset
- 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).
- Knowledge of financial instruments pricing (derivative instruments included).
- Financial engineering concepts.
- VBA macros Excel.
- Bloomberg (or other financial data) terminal familiarity.
Soft Skills & Interests:
- 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.
If you are interested, please send your CV by clicking "Aplikuj teraz" button.