Senior Director, Quantitative Solutions

The Bank of New York Mellon Corporation; Greater London; On-site; GBP 140,000 - 190,000; Full time

Job summary

The Bank of New York Mellon Corporation is seeking a Senior Director, Quantitative Solutions to lead the Markets team's quantitative analytics efforts in London. You will drive model development, pricing frameworks, and governance across asset classes, partnering with trading, risk, technology and product teams to deliver scalable solutions and strong risk management.

The role requires deep experience in derivative pricing, XVA, and capital optimisation, with proven leadership of large-scale

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 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.

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.
• Drive the design, implementation, and governance of pricing and valuation frameworks across multiple asset classes.
• Oversee the development of quantitative capabilities supporting XVA analytics, capital optimisation, funding valuation adjustments, and balance sheet efficiency initiatives.
• Lead and develop high-performing teams of quantitative analysts, researchers, and quantitative developers, fostering a culture of innovation and delivery excellence.

Job description

hackajob is partnering directly with BNY Mellon to hire for this role. 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. In this role, you'll make an impact in the following ways: 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. To be successful in this role, we're seeking the following: 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. At BNY, our culture allows us to run our company better and enables employees growth and success. As a leading global financial services company at the heart of the global financial system, we influence nearly 20% of the worlds investible assets. Every day, our teams harness cutting-edge AI and breakthrough technologies to collaborate with clients, driving transformative solutions that redefine industries and uplift communities worldwide. Recognized as a top destination for innovators, BNY is where bold ideas meet advanced technology and exceptional talent. Together, we power the future of finance and this is what #LifeAtBNY is all about. Join us and be part of something extraordinary. JBRP1_UKTJ