Head of Quantitative Solutions & Pricing Strategy

BNY; Greater London; On-site; GBP 140,000 - 210,000; Full time

Benefits offered by this job

Competitive compensation

Wellbeing programs

Generous paid leaves

Volunteer time off

Job summary

BNY Mellon in London seeks a Senior Director, Quantitative Solutions to lead the Markets team's advanced analytics and model governance. You will shape pricing, XVA, and securities finance strategies, partnering with trading, risk, technology and product leaders to deliver scalable analytics and robust risk insight.

As a senior leader, you will mentor quantitative analysts, developers and researchers, drive cross‑functional programs, and ensure regulatory compliance across the analytics

Qualifications

• Extensive experience leading quantitative analytics initiatives.
• Expertise in derivative pricing and risk analytics.
• Proven ability to scale models and governance.

Responsibilities

• Lead strategic direction and delivery of quantitative solutions for Pricing, XVA, and Securities Finance.
• Collaborate with trading, risk, technology and product teams to enhance models and analytics.
• Drive design and governance of pricing and valuation frameworks across asset classes.
• Oversee capabilities supporting XVA analytics, capital optimisation, and balance sheet efficiency.
• Lead innovative solutions for Securities Finance including collateral optimisation and analytics.
• Build relationships with senior stakeholders to translate quantitative concepts into business actions.
• Ensure model governance, validation support, and regulatory compliance.
• Lead and develop teams of analysts, researchers, and developers to deliver excellence.

Skills

Quantitative analytics

Derivative pricing

Quantitative modelling

XVA frameworks

Collateral management

Funding optimisation

Risk analytics

Leadership

Stakeholder management

Job description

BNY Mellon in London seeks a Senior Director, Quantitative Solutions to lead the Markets team's advanced analytics and model governance. You will shape pricing, XVA, and securities finance strategies, partnering with trading, risk, technology and product leaders to deliver scalable analytics and robust risk insight.

As a senior leader, you will mentor quantitative analysts, developers and researchers, drive cross‑functional programs, and ensure regulatory compliance across the analytics