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We’re seeking a future team member for the role of Vice President, Market and Liquidity Risk to join our team in Poland, Wroclaw.

In this role, you’ll make an impact in the following ways:

Independently review and challenge first-line IRRBB management processes across BNY Group, covering measurement, limits, controls, reporting, and governance in line with EBA IRRBB/CSRBB Guidelines and ECB expectations.
Own and enhance the IRRBB limit framework for the region, including EVE and NII sensitivities, behavioral assumptions, interest rate shock scenarios, basis/spread risk, and optionality.
Assess IRRBB aspects of new products/services, business process changes, and structural changes (e.g., entity reorganizations, acquisitions/divestitures), including capital and liquidity implications under CRR/CRD.
Perform in-depth risk analysis, reporting, and monitoring aligned to established practices, including supervisory outlier tests (SOT), stress/scenario analysis, and attribution of IRRBB drivers.
Conduct deep dives on asset classes and portfolios (e.g., fixed income, deposits, loans), including surveillance, valuation approaches, impairment linkages, and end-to-end risk management evaluation.
Contribute content and analysis for Treasury Risk governance forums and risk committees; prepare materials suitable for second-line challenge and senior stakeholder engagement.
Partner with portfolio managers, ALM, and business teams on emerging risks (e.g., yield curve shifts, basis risk, customer behavior changes) and ensure alignment with risk appetite and regulatory constraints.
Collaborate closely with Liquidity Risk and Capital Risk to ensure integrated oversight and a holistic view of risk drivers, incorporating LCR/NSFR, ICAAP, ILAAP and capital planning considerations.
Support continuous enhancement of models, methodologies, assumptions (e.g., deposit repricing, prepayments), controls, and documentation to meet evolving regulatory standards and internal policies.
Maintain awareness of EU/EEA regulatory developments and best practices in IRRBB, CSRBB, and capital risk, translating supervisory expectations into actionable oversight and challenge.

To be successful in this role, we’re seeking the following:

Bachelor’s degree or equivalent experience required; Master’s degree preferred.
3–5 years of experience in financial services, ideally in Treasury, ALM, Risk Management, or related disciplines.
Strong quantitative background (e.g., math, statistics, finance, economics, operations research, risk management) with practical experience in interest rate risk and capital/liquidity frameworks.
Familiarity with European regulatory frameworks: EBA IRRBB/CSRBB Guidelines, CRD/CRR, ECB SSM expectations, ICAAP/ILAAP, SREP, Pillar 2, and stress testing practices.
Ability to analyze and report on macroeconomic issues, interest rate risk, credit risk interactions, liquidity risk constraints, and capital adequacy considerations (e.g., CET1, leverage ratio, buffers).
Experience with IRRBB analytics platforms and ALM tools (experience with QRM is a plus), and proficiency in working with sensitivity metrics (EVE, NII), scenario design, and stress testing.
Evaluate and present analysis on new risk taking initiatives raised by IRRBB group.
Conducting deep dives on asset classes and individual securities as well as end-to-end risk management evaluations covering surveillance, valuation, impairment, and stress modeling.
Strong communication and stakeholder management skills; capable of producing high-quality materials for governance forums and senior management, and delivering effective second-line challenge.

At BNY, our culture speaks for itself, check out the latest BNY news at:
BNY Newsroom
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Here’s a few of our recent awards:

America’s Most Innovative Companies, Fortune, 2025
World’s Most Admired Companies, Fortune 2025
“Most Just Companies”, Just Capital and CNBC, 2025

Our Benefits and Rewards:
BNY offers highly competitive compensation, benefits, and wellbeing programs rooted in a strong culture of excellence and our pay-for-performance philosophy. We provide access to flexible global resources and tools for your life’s journey. Focus on your health, foster your personal resilience, and reach your financial goals as a valued member of our team, along with generous paid leaves, including paid volunteer time, that can support you and your family through moments that matter.

• BNY is an Equal Employment Opportunity/Affirmative Action Employer
• Underrepresented racial and ethnic groups/Females/Individuals with Disabilities/Protected Veterans.