Vice President, Model Risk Management II

  • Wrocław
  • The Bank Of New York Mellon Corporation
Bring your ideas. Make history. BNY Mellon offers an exciting array of future-forward careers at the intersection of business, finance, and technology. We are one of the world's top asset management and banking firms that manages trillions of dollars in assets, custody and/or administration. Known as the “bank of banks” - % of the world’s top banks work with us as we lead and serve our customers into the new era of digital. With over years of rich history and industry firsts, BNY Mellon has been built upon our proven ability to evolve, lead, and drive new ideas at every turn. Today, we’re approximately , employees across countries with a culture that empowers you to grow, take risks, experiment and be yourself. This is what LifeAtBNYMellon is all about. We’re seeking a future team member for the role of the model risk specialist to join our model risk management team. This role is based in Wrocław with the opportunity to work days per week from home.In this role, you’ll make an impact in the following ways:  Contribute to highly visible enterprise-wide model development function in the organization Review and identify risk of various types of models: ) Credit Risk Modeling ) Treasury Modeling ) Market Risk Modeling ) Pricing Modeling ) Forecasting Propose the remediation plan and the mitigation controls Design and maintain tools for model validation Closely work the modelling team Summarize the model performance in the validation reports To be successful in this role, we’re seeking the following:  Master's Degree/PhD in a quantitative discipline, including engineering, mathematics, physics, statistics, economics. The candidate must have a quantitative and analytical background with a solid theoretical foundation and strong programming, documentation, and communications skills. +of relevant experience in financial services. Knowledge and familiarity with diverse model risk concepts Experience with complex quantitative modelling, numerical analysis, and computational methods Good programming skills in at least one of the programming languages: Python/R/C++ Focused, detail oriented, on time 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) At BNY Mellon, our inclusive culture speaks for itself. Here’s a few of our awards: Fortune World’s Most Admired Companies & Top for Diversity and Inclusion Bloomberg’s Gender Equality Index (GEI) , Disability: IN – % score Best Workplaces for Innovators, Fast Company Human Rights Campaign Foundation, % score Corporate Equality Index CDP’s Climate Change ‘A List’ TAGS: "eexnptlev"LI-Hybrid