For over 235 years, Bank of New York Mellon (BNY Mellon) has been at the center of the global financial markets, providing the world’s leading institutions the tools, capabilities, and services to be distinctive investors. BNY Mellon has approximately $16.5 billion in revenues and a 23% return on tangible common equity.
BNY Mellon is a leader in the world of investment services and investment management, and our businesses support the full range of stakeholders of the financial system including:
Managing the custody of approximately $37 trillion financial assets of the world’s leading institutional investors, hedge funds, sovereign wealth funds, and corporates
Investing approximately $2 trillion as one of the largest global asset managers across a wide range of asset classes
Providing collateral, liquidity, and funding for the world’s largest banks through our markets franchise
Serving family offices and high net worth individuals through our wealth management franchise
Providing a full suite of solutions to advisors, broker-dealers, family offices, hedge and ’40 Act fund managers, registered investment advisor firms and wealth managers
Advising large global corporations on a range of trust and other solutions
Providing integrated managed data services to asset managers
What we do:
HedgeMark, a fully owned subsidiary of BNY Mellon, is a leading hedge fund managed account platform with assets exceeding $30b. HedgeMark specializes in developing and operating private hedge fund dedicated managed account platforms for institutional investors.
The successful candidate will:
HedgeMark is seeking to hire a Lead Quant Analyst to support the firm’s risk analytics team. This is an incredible opportunity to get exposure to virtually all hedge fund trading strategies and join a growing organization in the alternatives space.
Responsibilities of the Analyst: working with internal and external datasets and client reference data and performing quantitative analysis in the development of advanced statistical, financial and/or econometric models for analysing risk exposure, securities data, derivative pricing or other sophisticated concepts across multi asset class portfolios including Equity, Fixed Income, Commodity and FX. Analysis includes holdings based Value at Risk, stress testing, sensitivity analysis, beta, correlation, duration, greeks, etc.
Provide analytical support and prepare reports for clients or client facing staff within HedgeMark Risk Analytics. Participate in defining the risk product direction and development of new processes within HedgeMark Risk Analytics. Translate complex technical concepts and analyses to non-technical audiences. Review accuracy of reports and calculations performed by less experienced colleagues.
Translate large risk and exposure datasets into actionable intelligence and effective product solutions for HedgeMark clients. Demonstrate to clients how the use of overlays, derivatives, tactical asset allocation and alternative investments impact the risk/return dynamics of a client’s portfolio.
Who we are:
For over 235 years, Bank of New York Mellon (BNY Mellon) has been at the center of the global financial markets, providing the world’s leading institutions the tools, capabilities, and services to be distinctive investors. BNY Mellon has approximately $16.5 billion in revenues and a 23% return on tangible common equity.
BNY Mellon is a leader in the world of investment services and investment management, and our businesses support the full range of stakeholders of the financial system including:
Managing the custody of approximately $37 trillion financial assets of the world’s leading institutional investors, hedge funds, sovereign wealth funds, and corporates
Investing approximately $2 trillion as one of the largest global asset managers across a wide range of asset classes
Providing collateral, liquidity, and funding for the world’s largest banks through our markets franchise
Serving family offices and high net worth individuals through our wealth management franchise
Providing a full suite of solutions to advisors, broker-dealers, family offices, hedge and ’40 Act fund managers, registered investment advisor firms and wealth managers
Advising large global corporations on a range of trust and other solutions
Providing integrated managed data services to asset managers
What we do:
HedgeMark, a fully owned subsidiary of BNY Mellon, is a leading hedge fund managed account platform with assets exceeding $30b. HedgeMark specializes in developing and operating private hedge fund dedicated managed account platforms for institutional investors.
The successful candidate will:
HedgeMark is seeking to hire a Lead Quant Analyst to support the firm’s risk analytics team. This is an incredible opportunity to get exposure to virtually all hedge fund trading strategies and join a growing organization in the alternatives space.
Responsibilities of the Analyst: working with internal and external datasets and client reference data and performing quantitative analysis in the development of advanced statistical, financial and/or econometric models for analysing risk exposure, securities data, derivative pricing or other sophisticated concepts across multi asset class portfolios including Equity, Fixed Income, Commodity and FX. Analysis includes holdings based Value at Risk, stress testing, sensitivity analysis, beta, correlation, duration, greeks, etc.
Provide analytical support and prepare reports for clients or client facing staff within HedgeMark Risk Analytics. Participate in defining the risk product direction and development of new processes within HedgeMark Risk Analytics. Translate complex technical concepts and analyses to non-technical audiences. Review accuracy of reports and calculations performed by less experienced colleagues.
Translate large risk and exposure datasets into actionable intelligence and effective product solutions for HedgeMark clients. Demonstrate to clients how the use of overlays, derivatives, tactical asset allocation and alternative investments impact the risk/return dynamics of a client’s portfolio.
Qualifications
Bachelor’s Degree required or commensurate business experience.
2-4 years of risk management experience, and or investment industry experience.
Advanced knowledge of risk analytics (Value at Risk, stress testing, sensitivity analysis), performance measurement and investment analytics methodologies, capital markets theory,
Advanced understanding of the dynamics of various investment strategies used by large institutional investors
Very strong communication and interpersonal skills, both verbal and written are necessary
CFA, FRM, CAIA (or candidate) preferred
Advanced degree in quantitative analysis preferred
Working or Advanced knowledge of Python, R, and Tableau preferred
The successful candidate will:
HedgeMark is seeking to hire a Lead Quant Analyst to support the firm’s risk analytics team. This is an incredible opportunity to get exposure to virtually all hedge fund trading strategies and join a growing organization in the alternatives space.
Responsibilities of the Analyst: working with internal and external datasets and client reference data and performing quantitative analysis in the development of advanced statistical, financial and/or econometric models for analysing risk exposure, securities data, derivative pricing or other sophisticated concepts across multi asset class portfolios including Equity, Fixed Income, Commodity and FX. Analysis includes holdings based Value at Risk, stress testing, sensitivity analysis, beta, correlation, duration, greeks, etc.
Provide analytical support and prepare reports for clients or client facing staff within HedgeMark Risk Analytics. Participate in defining the risk product direction and development of new processes within HedgeMark Risk Analytics. Translate complex technical concepts and analyses to non-technical audiences. Review accuracy of reports and calculations performed by less experienced colleagues.
Translate large risk and exposure datasets into actionable intelligence and effective product solutions for HedgeMark clients. Demonstrate to clients how the use of overlays, derivatives, tactical asset allocation and alternative investments impact the risk/return dynamics of a client’s portfolio.
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.
Primary Location: United States-New York-New York
Internal Jobcode: 70126
Job: Asset Servicing
Organization: AS Alternative Invest Services-HR16984
Requisition Number: 2109013
Tags: xbblxzq
Apply Now
To help us track our recruitment effort, please indicate your email/cover letter where (vacanciesingreece.com) you saw this job posting.