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BNY Mellon

Senior Analyst, OTC Derivative Pricing

Wroclaw, Poland


Contract Job Title: Associate, Data Management & Quantitative Analysis II

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" - 97% of the world's top banks work with us as we lead and serve our customers into the new era of digital.

With over 238 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 50,000 employees across 35 countries with a culture that empowers you to grow, take risks, experiment and be yourself. This is what #LifeAtBNYMellon is all about.

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We're seeking a future team member for the role of Senior Analyst to join our OTC Derivative Valuations team. This role is located in Wrocław - HYBRID (2/3).

OTC Derivative Valuations is a global team that supports several functions across numerous business lines. We are responsible for valuing Over-The-Counter derivative assets (including credit derivatives; interest rate swaps and FX/equity options) for inclusion in the NAV production process for mutual and hedge fund accounting teams globally and driving margin calls as part of our collateral management business.

The OTC Derivative Valuations team is required to:
  • Complete the daily pricing of OTC assets and price exception validation for a variety of clients within a tight, deadline driven environment.
  • Ensure an excellent service standard, maintain a flow of communication, build relationships, and continuously manage workflow with internal and external stakeholders.
  • Support the take-on of new clients and onboarding of new business for existing clients.
We are a centre of excellence in the OTC Derivative space. Working within the team will provide an opportunity to gain experience across a range of functions, while benefitting from exposure to the wider NAV production process.

With a diverse team of over 80 team members across the US, Ireland, Poland, India and Singapore, the group continues to grow as we take on new business and additional responsibilities. Working with global clients in constantly changing market conditions, each day brings unique challenges and opportunities!

In this role, you'll make an impact in the following ways:
  • Overseeing the day-to-day workflows of the OTC Pricing Wroclaw Team.
  • Reviewing daily and monthly OTC asset pricing - ensuring staff complete tasks as per agreed guidelines and procedures. Applying your problem-solving ability to ensure valuation breaks/pricing exceptions are accurately resolved and ensuring outstanding issues.
  • Assisting with issues experienced by junior staff members on pricing issues and handling internal team/external client queries.
  • Acting as a primary contact for the OTC Valuations team when dealing with internal/external stakeholders to test new assets and launch new clients and portfolios.
  • Ensuring the integrity of the security master data on the OTC database by reviewing and signing off the security master records completed by the analysts.
  • Collaborating with colleagues and offering new points of view to achieve team goals.
  • Suggesting and implementing process improvements to increase accuracy and efficiency while eliminating risk.
  • Providing training on the theoretical/technical nature of all OTC securities to staff members.
To be successful in this role, we're seeking the following:
  • 3+ years of experience in the funds industry, preferably in a quantitative finance/pricing role
  • Prior experience mentoring/signing off the work of other team members is preferable but not essential.
  • A working knowledge of OTC instruments preferable.
  • Ability to effectively prioritise and execute tasks in high-pressure environment.
  • Dependability, flexibility, and the ability to lead by example.
  • Excellent analytical, organisational and time management skills.
At BNY Mellon, our inclusive culture speaks for itself. Here's a few of our awards:
  • Fortune World's Most Admired Companies & Top 20 for Diversity and Inclusion
  • Bloomberg's Gender Equality Index (GEI)
  • Best Places to Work for Disability Inclusion , Disability: IN - 100% score
  • 100 Best Workplaces for Innovators, Fast Company
  • Human Rights Campaign Foundation, 100% score Corporate Equality Index
  • CDP's Climate Change 'A List'
Our offer:

We provide clearly defined, transparent development pathways to help you grow both personally and professionally. The benefits we offer to you were carefully selected to build your comfort of working and help you reach your personal goals
  • 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
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Employer Description:

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:

Client-provided location(s): Wrocław, Poland
Job ID: BNY_Mellon-37223
Employment Type: Other

Perks and Benefits

  • Health and Wellness

    • Health Insurance
    • Health Reimbursement Account
    • Dental Insurance
    • Vision Insurance
    • Life Insurance
    • Short-Term Disability
    • Long-Term Disability
    • FSA
    • HSA
    • HSA With Employer Contribution
  • Parental Benefits

    • Birth Parent or Maternity Leave
    • Non-Birth Parent or Paternity Leave
  • Work Flexibility

    • Flexible Work Hours
    • Remote Work Opportunities
  • Office Life and Perks

    • Commuter Benefits Program
  • Vacation and Time Off

    • Paid Vacation
    • Paid Holidays
    • Personal/Sick Days
    • Sabbatical
    • Leave of Absence
  • Financial and Retirement

    • 401(K)
    • 401(K) With Company Matching
    • Performance Bonus
  • Professional Development

    • Tuition Reimbursement
    • Promote From Within
    • Mentor Program
    • Shadowing Opportunities
    • Access to Online Courses
  • Diversity and Inclusion

    • Diversity, Equity, and Inclusion Program