BNY Mellon Careers

OTC Derivative Pricing Administrator

Wroclaw, Poland

Job Description

Overview of the team:   Derivative Valuations 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 Europe, India and across several US locations.
  • The valuation of pension funds for global companies based in 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. 

We are a centre of excellence in the OTC Derivative space and provide opportunities to gain considerable training and development across a range of functions, while benefitting from exposure to the wider NAV production process. We currently have 60+ people in permanent roles in Dublin, Poland, New York, Boston and India.




  • Complete and review the daily pricing of OTC assets for clients we service
  • Ensure all tolerance breakers are validated and where necessary investigation on root cause completed
  • Ensure OTC trades are captured into OTC pricing system with high level of accuracy and in timely manner
  • Display high level of ownership for processes and projects assigned, initiative by suggesting improvements to processes as well as
  • You will be required to work within a tight, deadline driven environment.  This will involve maintaining an attention to detail and ability to make decisions without missing agreed deadlines
  • You will be exposed to a range of project/process development/internal & external training initiatives. This will involve working with both the client and various internal departments – Trade Capture, Fund Accounting, Reconciliations etc.
  • Ensure continuous self-development on theoretical/technical aspects of OTC securities and the data required for accurate calculation of OTC positions prices.



  • Enthusiastic graduates with Bachelor or Master’s Degree preferably in Finance, Maths, Economics, Business and Engineering. Other Degrees will also be considered.
  • High level of accuracy and attention to detail.
  • Proficiency in using Microsoft packages particularly Excel. Knowledge of VBA would be beneficial but not essential.
  • Excellent teamwork, interpersonal, oral and written communication skills.
  • Excellent analytical, organizational and time management skills.
  • Motivated team members with the ability to adapt and learn quickly.
  • Professional approach to work and personal appearance.
What we can offer you:
  • Full time contract of employment
  • Competitive salary
  • Health & Life Insurance
  • Corporate title: Representative, Management & Quantitative Analysis
  • Multisport card / Cinema Tickets / Nursery subsidiary
  • Pension scheme
  • Excellent opportunities for training, growth and professional development
  • Opportunities to engage in diverse projects due to growth of business migrations
  • A multitude of opportunities to get involved in additional charity projects
  • A collaborative culture and great teams
If you apply for this role this means you agree with the following statement:   Through my application for a role with BNY Mellon (Poland) sp. z.o.o. (the Company) I hereby authorize the Company to process my personal data for the purposes of recruitment. Furthermore I declare that I am aware of the voluntary submission of data and I am informed about the right to access the data and the right to correct it, pursuant to the Personal Data Protection Act of 29 August 1997 (Journal of Laws [Dz.U] No. 133, item 883)”. I authorise the Company to process my personal data for future recruitment processes. 
Furthermore, I authorize BNY Mellon and its’ affiliates, Taleo (UK) Limited to process my personal data. BNY Mellon and affiliates registration details.- BNY Mellon (Poland) sp. z.o.o Registered office – Swobodna 3, 50-088 Wroclaw The Bank of New York Mellon (International) Limited – 1 Canada Square, London, E14 5AL The Bank of New York Mellon SA/NV – 46 Rue Montoyerstraat, B-1000 Brussels, Belgium Taleo (UK) Limited Registered office - 78-586 Chiswick High Road, London W4 5RP, United Kingdom. Please note that during the recruitment process you may be asked to provide further information and supporting documents. The information provided may be verified and reviewed, to the extent permitted by the law, as to their veracity and accuracy.    
BNY Mellon is an Equal Employment Opportunity Employer.

Primary Location: Poland-Dolnoslaskie-Wroclaw
Job: Operations
Internal Jobcode: 70130
Organization: Derivatives MO & RBS-HR14453
Requisition Number: 1811928