Senior Director, Quantitative Solutions — Markets Leader

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

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