Market Liquidity Risk Specialist
Wrocław Market Liquidity Risk Specialist
Wrocław
NR REF.: 1120484
Job DescriptionBNY Mellon Science represents the strategic centre of excellence for quantitative and analytical work focused on risk mitigation across BNY Mellon globally, delivering valuable insight and risk quantification across the firm. BNY Mellon Science has grown rapidly and today represents a highly motivated and engaged team of skilled professionals with expertise in financial industry practices and regulation demanding deep quantitative talent. The team works closely with colleagues across BNY Mellon to support the firm’s Capital Adequacy, Market Risk and Enterprise Risk modelling and data analytics; alongside quantitative support for the annual Comprehensive Capital Analysis and Review (CCAR) Stress Test. The resources within BNY Mellon Science are working towards supporting other innovative quantitative and analytical solutions for the wider firm as a part of their strategic objectives for 2018 and into the future.
For Market Risk Data Quality and Strategy department we are looking for two motivated specialists who will join Data Quality Team to support Market Risk Team in terms of various projects and tasks.
Responsibilities:
Qualifications
What we can offer you:
Wrocław
NR REF.: 1120484
Job DescriptionBNY Mellon Science represents the strategic centre of excellence for quantitative and analytical work focused on risk mitigation across BNY Mellon globally, delivering valuable insight and risk quantification across the firm. BNY Mellon Science has grown rapidly and today represents a highly motivated and engaged team of skilled professionals with expertise in financial industry practices and regulation demanding deep quantitative talent. The team works closely with colleagues across BNY Mellon to support the firm’s Capital Adequacy, Market Risk and Enterprise Risk modelling and data analytics; alongside quantitative support for the annual Comprehensive Capital Analysis and Review (CCAR) Stress Test. The resources within BNY Mellon Science are working towards supporting other innovative quantitative and analytical solutions for the wider firm as a part of their strategic objectives for 2018 and into the future.
For Market Risk Data Quality and Strategy department we are looking for two motivated specialists who will join Data Quality Team to support Market Risk Team in terms of various projects and tasks.
Responsibilities:
- Produce Data reporting in timely and accurate manner, ensuring correctness.
- Develop technology where needed. Perform necessary steps to ensure the integrity of our risk reporting.
- Interact with Risk Systems staff in the development of new risk reporting and data initiatives, and testing of modifications to our risk reporting process.
- Provides data quality checks, data analysis and builds data quality models for Market Risk and Counterparty Credit Risk
- Liaise with internal and external auditors and regulators to ensure compliance to prescribed standards.
- Analyzes output of statistical tests on the market data and investigate outliers
- Drives remediation of market data anomalies by liaising with IT, modelling and desk risk management teams
- Refines and devise new outlier detection tests
- Contributes to devising tests for checking reference data for a variety of financial instruments
- Periodically reviews time series of financial risk factors utilizing benchmarking and time series analysis
Qualifications
- Strong analytic skills
- Strong SQL programming skills
- Attention to detail
- Strong communication skills
- Knowledge of financial markets
- Previous knowledge of market or counterparty credit risk preferred
- Business knowledge of market data pertaining to one or more asset classes preferred (interest rates, credit, FX…etc.)
- Previous experience using Bloomberg preferred
- Master degree preferably in Finance or Quant studies
What we can offer you:
- Full time contract of employment
- Competitive salary
- Health & Life Insurance
- Multisport card / Cinema Tickets / Nursery subsidiary
- Pension scheme
- Excellent opportunities for training, growth and professional development
- Opportunities to engage in diverse projects due to growth of business migrations
- A multitude of opportunities to get involved in additional charity projects
- A collaborative culture and great teams
Prosimy o aplikowanie poprzez przycisk znajdujący się po prawej stronie ogłoszenia.
