Job Description

Responsibilities - Work with quant analytics team on integration of pricing and risk analytics libraries into firm\'s risk systems. - Improving the engineering standards and performance of the library code. - Support Agile, test driven development and continuous integration. - Liasing with control functions including model risk, software lifecycle, audit and regulatory teams. Skills / Qualifications - Bachelor\'s/Master\'s degree in relevant technical discipline: Computer Science, Mathematics, Financial engineering. - Excellent programming knowledge in Python and a good knowledge of object-oriented analysis and common design patterns. - Experience with building Micro-Services i.e. FLASK/ FAST API and event driven architecture systems. - Hands on experience with source control systems such as git, build and dependency management tools. - Strong analytical and problem solving skills. Exposure to quantitative finance is an advantage. Preferred candidates: - Professional experience with Investment Banking firms and certification in Finance like CQF, FRM or CFA. - Exposure to SQL/NoSQL databases - Oracle/MongoDB, messaging queue Kafka and MQ. 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.

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