Senior Director, Quantitative Solutions: Pricing & XVA

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

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.