Senior Director, Quantitative Solutions

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

Job Description

We're seeking a future team member for the role of Senior Director, Quantitative Solutions to join our Markets team. This role is located in London.

Responsibilities

• Lead the strategic direction and delivery of quantitative solutions supporting Pricing, XVA, and Securities Finance businesses.
• Partner with trading, risk, technology, and product teams to develop and enhance quantitative models and analytics that support business growth, client solutions, and risk management objectives.
• Drive the design, implementation, and governance of pricing and valuation frameworks across multiple asset classes, ensuring consistency, transparency, and scalability.
• Oversee the development of quantitative capabilities supporting XVA analytics, capital optimisation, funding valuation adjustments, and balance sheet efficiency initiatives.
• Lead the delivery of innovative quantitative solutions for Securities Finance, including collateral optimisation, inventory analytics, financing strategies, and client‑driven solutions.
• Build strong relationships with senior stakeholders across Markets, translating complex quantitative concepts into actionable business decisions.
• Ensure robust model governance, validation support, and regulatory compliance across the quantitative analytics landscape.
• Lead and develop high‑performing teams of quantitative analysts, researchers, and quantitative developers, fostering a culture of innovation and delivery excellence.

Qualifications

• Significant experience in quantitative analytics, model development, or quantitative product delivery within financial markets.
• Deep knowledge of derivative pricing, quantitative modelling, valuation methodologies, and risk analytics across one or more asset classes.
• Strong understanding of XVA frameworks, collateral management, funding and capital optimisation concepts.
• Demonstrated ability to lead large‑scale quantitative initiatives from concept through implementation and production deployment.
• Strong stakeholder management skills with the ability to influence senior business, risk, and technology leaders.

Benefits and Rewards

BNY offers highly competitive compensation, benefits, and wellbeing programs rooted in a strong culture of excellence and our pay‑for‑performance philosophy. We provide access to flexible global resources and tools for your life’s journey. Focus on your health, foster your personal resilience, and reach your financial goals as a valued member of our team, along with generous paid leaves, including paid volunteer time, that can support you and your family through moments that matter.

Equal Employment Opportunity

BNY is an Equal Employment Opportunity/Affirmative Action Employer - Underrepresented racial and ethnic groups/Females/Individuals with Disabilities/Protected Veterans.