Overview The Role
- Derivative Valuations are a centralised global utility that support a number of functions across various business lines. We are responsible for valuing OTC derivative assets for inclusion in;
- The NAV production process for mutual and hedge fund accounting teams in APAC, Europe, India and across several US locations.
- The valuation of pension funds for global companies based in APAC, Europe and the US.
- Driving margin calls as part of our collateral management business.
- Regulatory reporting and risk analysis by the bank and our clients.
- The group consists of 60+ people in permanent roles in US, Ireland, Poland, India and Singapore
What We Can Offer You
- Review the daily pricing of OTC assets, manual price input and price exception validation review for a variety of clients.
- Understand the theoretical/technical nature of all OTC securities and the data required for accurate calculation of OTC positions.
- Suggest improvements to processes and taking ownership of service provided to clients.
- Deliver work within a tight, deadline driven environment.
Responsibilities Security Pricing
- An environment where you will develop sound technical knowledge of a variety of derivative products, including vendor and broker pricing, corporate events and security master creation and maintenance.
- Opportunity to develop project management skills.
- Exposure to major global financial institutions.
- A fast paced environment which offers ability to develop and progress within the company.
- Own and drive the processes required for valuation, analysis, and production of pricing for OTC Derivatives
- Perform checks on the processes required for valuation, analysis, and production of pricing for OTC Derivatives
- Be actively involved in analysis, investigation and explanation of price changes due market data, Greeks and other valuation dimensions required for pricing of OTC Derivatives by querying our pricing database
- Responding to queries posed by our internal stakeholders and our clients
- Active involvement in strategic project management and execution, developing tools and capabilities to enable valuation analytics and process efficiencies
- Bachelors degree or the equivalent combination of education and experience. Advanced degree in quantitative analysis preferred:
- Engineering / Data Analytics
- 3-5 years experience preferred.
- Experience in quantitative finance and technology preferred but not essential.
- Strong focus on accuracy and attention to detail
- Ability to work under pressure.
- Excellent teamwork, interpersonal, oral and written communication skills.
- Excellent analytical, organizational and time management skills. Ability to effectively prioritise and execute tasks in high-pressure environment
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.
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.