Senior Director, Quantitative Solutions

BNY; Greater London; On-site; GBP 180,000 - 240,000; Full time

Benefits offered by this job

Competitive compensation

Wellbeing programs

Paid volunteer time

Generous paid leaves

Global resources and tools

Job summary

BNY invites applications for Senior Director, Quantitative Solutions in London. You will lead the delivery of quantitative models and analytics across Pricing, XVA and Securities Finance, partnering with trading, risk, technology and product teams to enable business growth and robust risk management.

You will drive governance of pricing frameworks, oversee XVA analytics and capital optimisation initiatives, and build high‑performing teams of analysts and developers.

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.

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 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.

Skills

Quantitative analytics

Model development

Derivative pricing

XVA frameworks

Stakeholder management

Leadership

Job description

Senior Director, Quantitative Solutions

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

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.

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