Overview

OTC Derivatives Valuations is a specialized team within Global Operation and Technology Division of Bank of New York Mellon focused on providing pricing and analytics related to Valuation of Over-the-Counter (OTC) Derivatives to our clients. Our clients include Mutual Funds, Institutional Investors, Pension Funds, Hedge Funds, ETFs and other Financial Institutions seeking complex OTC Derivatives to manage the financial risks within their investment strategies. We operate from Singapore, India, Poland, Ireland and the United States. The team in Poland supports domestic and international institutional clients and is primarily responsible for:

Execution of daily pricing, review, validation, and analysis tasks related to valuation of OTC Derivatives across Rates, FX, Credit, Equities and Commodities asset classes. Providing analytics and explanation of price movements for OTC derivatives using data and analytics. Facilitating onboarding of new clients and servicing existing clients. Having a deep understanding of the market inputs required for and technical aspects of the valuation of OTC Derivatives. Identification, ownership, and execution of strategic projects related to pricing and valuation of OTC Derivatives. Provide valuation expertise and oversight for matters relating to OTC Derivatives to internal and external stakeholders.

Responsibilities:

As a VP within the OTC Derivatives Valuations Team (in Wroclaw), you will be Leading a team of quantitative analysts and will be reporting to the Head of EMEA OTC Valuations. Your responsibilities will include:

• End-to-end management of Pricing and Valuation of OTC Derivatives for the Business Line
• Managing internal stakeholders and clients, onboarding of new clients and businesses, managing queries and escalations related to pricing and valuation and representing the OTC Valuation team in front of clients and internal stakeholders
• Monitoring KRIs and KPIs for the business line and the team, identifying and mitigating control gaps, documentation of controls and development of analytics for improving valuation and price validation process
• Career management, training and mentorship of the team aligned to the business line

Qualifications:

• Bachelor’s degree in Finance, Engineering, Mathematics or Statistics
• 7 – 10 years of experience in finance
• 3 – 5 years of experience managing a team
• Excellent analytical, organizational and time management skills
• Ability to effectively prioritise, self-start and execute in high-pressure environment
• Proficiency in using Microsoft packages particularly Excel, Access and VBA
• Nice to have: CFA or equivalent specializations
• Nice to have: Prior experience in analysis of prices and valuation of OTC Derivatives

Our offer:

• 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
• A multitude of opportunities to get involved in charity projects and Employee Resource Groups (ERGs)

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: bnymellon.com/careers.