Senior OTC Valuation Analyst

6 days ago


Singapore THE BANK OF NEW YORK MELLON Full time

About the Role

We are seeking a highly skilled Senior OTC Valuation Analyst to join our team at The Bank of New York Mellon in Singapore. As a key member of our Middle Office team, you will be responsible for valuing OTC derivative assets and driving margin calls as part of our collateral management business.

The successful candidate will have a strong background in quantitative finance and technology, with experience in derivatives pricing and valuation. They will be able to work effectively in a fast-paced environment, prioritizing tasks and meeting deadlines while maintaining high levels of accuracy and attention to detail.

In this role, you will have the opportunity to make a significant impact on our business, working closely with senior colleagues and internal stakeholders to deliver high-quality results. You will also be involved in analysis, investigation, and explanation of price changes due to market data, Greeks, and other valuation dimensions required for pricing of OTC derivatives.

Key Responsibilities

  • Review daily pricing of OTC assets, manual price input, and price exception validation review for various clients.
  • Understand the theoretical/technical nature of all OTC securities and the data required for accurate calculation of OTC positions.
  • Suggest improvements to processes and take ownership of service provided to clients.
  • Own and drive processes required for valuation, analysis, and production of pricing for OTC Derivatives.
  • Partner with senior colleagues and be actively involved in analysis, investigation, and explanation of price changes due to market data, Greeks, and other valuation dimensions required for pricing of OTC Derivatives by querying our pricing database.
  • Responding to queries posed by internal stakeholders and clients.
  • Active involvement in project management to enable process efficiencies.
  • Deliver work within a tight, deadline-driven environment.

Requirements

  • Bachelor's degree or equivalent combination of education and experience. Advanced degree in quantitative analysis preferred.
  • 3-5 years' experience preferred.
  • Experience in quantitative finance and technology preferred but not essential.
  • Strong focus on accuracy and attention to detail.
  • Ability to work under pressure.
  • Excellent teamwork, interpersonal, oral, and written communication skills.
  • Excellent analytical, organizational, and time management skills. Ability to effectively prioritize and execute tasks in a high-pressure environment.

Salary Range: SGD 80,000 - SGD 120,000 per annum (based on experience)



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