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
WHAT YOU WILL 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.
- 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.
- 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.
WILL BE AN ASSET
- 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.
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.
- Full time contract of employment.
- Working Hours : Monday-Friday: 9:00 – 17:00.
- Location: Sagittarius Building ul. Sucha 2.
- Competitive salary.
- Excellent opportunities for training, growth and professional development.
- Health & Life Insurance.
- MyBenefit Program (allowing you to choose from many Sport, Culture, Tourism and Recreation options including Multisport Card, cinema tickets, hotel bookings and many more).
- Pension scheme.
For over 230 years, the people of BNY Mellon have been at the forefront of finance, expanding the financial markets while supporting investors throughout the investment lifecycle. BNY Mellon can act as a single point of contact for clients looking to create, trade, hold, manage, service, distribute or restructure investments & safeguards nearly one-fifth of the world's financial assets. BNY Mellon remains one of the safest, most trusted and admired companies. Every day our employees make their mark by helping clients better manage and service their financial assets around the world. Whether providing financial services for institutions, corporations or individual investors, clients count on the people of BNY Mellon across time zones and in 35 countries and more than 100 markets. It's the collective ambition, innovative thinking and exceptionally focused client service paired with a commitment to doing what is right that continues to set us apart. Make your mark: bnymellon.com/careers.
BNY Mellon's Asset Servicing business is dedicated to dynamically supporting our clients' investments and safeguarding their assets, keeping them working around the clock and across the world. It's part of our commitment to being a true partner for our clients' investment success. We specialize in operational solutions and capabilities for today's market-enhancing management and administration of investments with services that process, monitor and measure investment data from around the world. By leveraging BNY Mellon's global footprint and deep expertise, we deliver insight-driven solutions for every phase of investing.
BNY Mellon is an Equal Employment Opportunity Employer.
Primary Location: Poland-Dolnoslaskie-Wroclaw
Job: Asset Servicing
Internal Jobcode: PAS33
Organization: Asset Servicing-HR06026
Requisition Number: 1901373