BNY Mellon Careers

OTC Derivative Pricing Administrator / Representative, Data Management & Quantitative Analysis

Wroclaw, Poland

Job Description

OTC Derivative Pricing Administrator / Representative, Data Management & Quantitative Analysis   Team descriptionDerivative 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 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 and India. The group continues to grow as we take on new business and additional responsibilities.

As a successful candidate you will be required to:

  • Complete and review the daily pricing of OTC assets (e.g. Swaps, CDS, Options) 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/projects assigned and initiative by suggesting improvements to processes as well as
  • Work within a tight, deadline driven environment.  This will involve maintaining an attention to detail and ability to make decisions without missing agreed deadlines
  • Expose 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.

What we offer apart from BNYM packages:

  • Extensive training package on OTC Derivatives
  • Significant improvement of your MS office skills
  • Working in an international environment
  • Familiarize with corporate culture
  • Working and learning from industry leaders and highly qualified and experienced professionals   
  • Multiple behavioral training  
If you like:
  • Working in a group & practice your English
  • Comparing information from different sources to make decisions
  • Develop your analytical skills
  • Working in dynamic work environment with exposure to deadlines
  • Working with Excel
  • Design and implement process improvement solutions


We are looking for candidates who have:
  • Bachelor or Master’s Degree preferably in Finance, Maths, Economics, Business and Engineering (other Degrees will also be considered)
  • 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
  • High level of accuracy and attention to detail
  • High motivation & willingness to learn and work within the team
  • Ability to adapt and learn quickly
  • Professional approach to work and personal appearance.  
Our offer for you:
  • Excellent opportunities for training, growth and professional development
  • Mentoring and job shadowing programs
  • A multitude of opportunities to get involved in additional charity projects and engagement groups (mountain trips, football team etc.)
  • Language training course
  • Onsite kindergarten
  • Employee Referral Program
  • Health Promotion: Wellbeing and Innovation Centre, Wellbeing programs.
What is more:
  • Full time contract of employment
  • Competitive salary
  • Health & Life Insurance
  • Private medical care
  • Multisport card / Cinema Tickets / Nursery subsidiary
  • Pension scheme.
  • Location: Aquarius Building, Swobodna 3
  • Working hours: 08:30 – 17:00; 11:00 – 19:30
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: Der Valuation Cust & Mkt Suppt-HR12644
Requisition Number: 1900127