OTC Derivative Pricing Analyst (Intermediate Representative, Data Management Quantitative Analysis)
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 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. The group continues to grow as we take on new business and additional responsibilities.
What the position entails:
- Complete and 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.
- As a professional with a global reach, you will be expected to drive your own development and that of those around you by maintaining high standards of performance as you carry out your role.
- Successful candidate will act as oversight for global departments: ensure an excellent service standard, maintain a flow of communication, build relationships and continuously manage workflow between onshore and offshore locations.
- Display initiative by suggesting improvements to processes and taking ownership of service provided to clients. Use your qualifications and experience to add value to a global centre of excellence.
- You will require an ability 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.
- Work as part of a project team managing the take-on of new clients. This will involve working with both the client and various internal departments – Trade Capture, Fund Accounting, Reconciliations etc.
- A range of other project/process development/internal & external training initiatives.
What you will experience with us:
- 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.
- Project management skills.
- Exposure to major global financial institutions.
- A fast paced environment which offers ability to develop and progress within the company.
What we can do for you:
- Challenging, fun and supportive environment.
- 25 days holiday (excluding bank holidays) plus opportunity to purchase up to 2 extra days.
- Highly Competitive Benefits Package.
- City Centre location.
- Opportunity for further academic training – including NVQ, IOC, CFA, Degree, Masters.
- Opportunity to join site wide network groups.
- Opportunity to participate in innovation programmes (Lean, Six Sigma, Kaizen), we recognise and reward new ideas.
What we are looking for:
- Enthusiastic graduates with Degrees or Masters in Finance, Maths, Business and Engineering.
- Strong clerical and keyboard skills with particular focus on accuracy and attention to detail.
- Proficiency in using Microsoft packages particularly Excel. Knowledge of Visual Basic 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.
BNY Mellon is an Equal Employment Opportunity Employer.
For further information, and to apply, please visit our website via the “Apply” button below.