BNY Mellon Careers


Pune, India
Asset Servicing

Job Description

Job Title: Sr. Analyst, Data Management & Quantitative Analysis, Grade: H   Roles and Responsibilities:
  • Perform and review daily and intraday Valuation for select OTC Derivative asset types and ensuring that related SLA’s are met consistently with appropriate controls for quality.
  • Participate in the development of pricing environment for new derivative instruments with associated processes and procedures for valuation to ensure that appropriate controls are in place. 
  • Model validation and evaluation of appropriateness of the assumptions and methodology for valuations and risk calculations of derivatives, and identify errors and potential improvements in the calculation processes.
  • Stay abreast with changes in valuation methodology  and market data employed to value various assets and upgrade valuation model accordingly
  • Work with technology teams to develop tools for implementation of quantitative model
  • Review and challenge derivatives valuation and explain to clients
  • Provide a technological vision to develop pricing environment for Derivative Products valuation. 
  • Establish processes and procedures for valuation to ensure that appropriate controls are in place. 
  • Develop new products e.g. implementation of new process, new Asset type coverage, additional market data sourcing and communication of issues for system


Job Qualifications: 
  • Minimum Education:  Graduate/Masters’ in Mathematics/Engineering Physics/Related Engineering Discipline
  Preferred Education: Graduate/Masters’ in Mathematics and Computing/Engineering Physics/Quantitative Finance/ Related Engineering Discipline Minimum Experience:     3 years   Preferred Experience:   3-4 years of experience in derivative valuation/risk management 2 -3  years in quantitative finance and technology Minimum Language Skills:    English   Preferred Language Skills: English     Skill Set:                  
  • Prior 3-4 years of experience of pricing OTC derivatives assets is mandatory.
  • Strong market data expertise including price, curve and surface based data
  • Strong Excel, VBA and other development programming skills
  • Strong quantitative, analytical skills and attitude for independent research & problem solving
  • Software development / programing experiences in at least on languages e.g. C , C +, C #
  • Excellent teamwork, interpersonal, oral and written communication skills Extreme attention to detail
  • Excellent analytical, organizational and time management skills

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 & 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 Service Delivery (CSD) brings together BNY Mellon's key operational areas into one global team to better support the company's businesses and serve clients around the world. CSD helps clients to conduct business, service assets, and engage in transactions in 35 countries and more than 100 markets. At every stage of the investments lifecycle - creating, trading, clearing, settling, holding, servicing, managing, distributing and restructuring assets - CSD is working to make BNY Mellon the recognized industry service quality and productivity leader. Client Service Delivery manages investment monitoring, measurement and processing services for our clients. Our solutions include Securities Operations, Fund Administration, Transfer Agency, Outsourcing, Performance Measurement and other related services.

BNY Mellon is an Equal Employment Opportunity Employer.

Primary Location: India-Maharashtra-Pune
Job: Asset Servicing
Internal Jobcode: 70127
Organization: Derivatives MO & RBS-HR14453
Requisition Number: 1804983