Reporting into the Head of Investment Risk Analytics, the Investment Risk Quantitative Analyst will be integral part of the newly created CRO Investment Risk's team. The Investment Risk Management team has Risk oversight of all investment management activity across the company, executing on our goal of full triangulation of risk management, providing dedicated senior risk coverage of our Investment Management business and other investment activities. Position Summary
- Aggregate and analyze risk, performance and liquidity metrics, search for signals in risk exposures and develop actionable analytics, produce risk assessments, for a large investment management complex
- Work with first-line quantitative risk and strategy teams in asset management firms to develop models and methodologies to build a consistent, transparent view of a multi-strategy, multi-market, and multi-asset-class complex
- Work with management to answer complex risk questions and build solutions that address
- Working within a risk analytics and data team, and cooperatively with risk technology and reporting groups, develop an in-depth understanding of available data sources and appropriately leverage internal systems, databases to build efficient, scalable platform to analyze and report on investment risk
- Work with data governance and strategy teams to learn and implement best practices
- 10 plus years total work experience preferred. Experience in quantitative finance and technology preferred.
- Bachelor's degree or the equivalent combination of education and experience.
- Advanced degree in quantitative analysis preferred.
- Solid theoretical understanding of and experience building risk and performance attribution models.
- Has an in-depth understanding of statistical analysis, risk analysis and reporting or strategy, experience with multiple asset classes and multiple strategies strongly preferred.
- Experience designing or implementing liquidity, market risk and performance models.
- Must be able to document work, and work within model risk governance framework of model validation and monitoring for any models that may be implemented
- Advanced knowledge of techniques in large data set analysis, data mining and visualization, including time series, data cleaning/filtering, outlier management
- Programming languages and stat packages (Python, R, Java, etc).
- Knowledge of reporting/visualization tools such as Tableau a plus
- Experience in modern data management, such as Vertica/Hadoop and application of machine learning a plus
- Must be able to work independently and flexibly and to iterate development with incomplete data.
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 and 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 is an Equal Employment Opportunity/Affirmative Action Employer. Minorities/Females/Individuals With Disabilities/Protected Veterans. 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.