Vice President, Data Scientist

BNY; Pune District, Pimpri-Chinchwad; On-site; INR 3,000,000 - 6,000,000; Full time

Job summary

BNY is seeking a Vice President, Data Scientist to join its AI Hub in Pune. The role focuses on designing Python-based margin and collateral optimization solutions, extending rule engines and building advanced optimization algorithms for capital markets.

You will collaborate with Quant, Risk and Operations to deliver scalable production solutions, optimize performance, automate processes and support cloud-native deployments.

Qualifications

• 10+ years of Python development experience in Capital Markets.
• Hands-on experience with Python, Pandas, NumPy, SQL, REST APIs and Git.
• Experience with optimization libraries such as OR-Tools, Pyomo, CVXPY, PuLP, Gurobi or CPLEX.
• Good understanding of derivatives, collateral management, repo, securities financing and margin methodologies (SIMM, IM/VM).
• Exposure to cloud technologies, Docker/Kubernetes, and distributed processing preferred.

Responsibilities

• Design and develop Python-based margin and collateral optimization solutions.
• Extend rule engine for eligibility, concentration limits, and liquidity addons.
• Build optimization algorithms for collateral allocation, substitution, and funding cost reduction.
• Develop analytics for IM, VM, SIMM, haircuts, eligibility and liquidity optimization.
• Integrate pricing, risk and collateral platforms through APIs and distributed processing.
• Collaborate with Quant, Risk and Operations to deliver scalable production solutions.
• Improve application performance, automation and cloud-native deployments.

Skills

Python development

Pandas

NumPy

SQL

REST APIs

Git

Tools

OR-Tools

Pyomo

CVXPY

PuLP

Gurobi

CPLEX

Docker

Kubernetes

Job description

Job Description

We’re seeking a future team member for the role of Vice President, Data Scientist to join our AI Hub team. This role is located in Pune.

In this role, you’ll make an impact in the following ways:

• Design and develop Python-based margin and collateral optimization solutions.
• Extend rule engine for rules related to eligibility, concentration limits, and liquidity addon etc.
• Build optimization algorithms for collateral allocation, substitution, and funding cost reduction.
• Develop analytics for IM, VM, SIMM, haircuts, eligibility, concentration limits, and liquidity optimization.
• Integrate pricing, risk, and collateral platforms through APIs and distributed processing frameworks.
• Partner with Quant, Risk, and Operations teams to deliver scalable production solutions.
• Optimize application performance, automation, and cloud-native deployments.

To be successful in this role, we’re seeking the following:

• 10+ years of Python development experience in Capital Markets.
• Strong hands-on experience with Python, Pandas, NumPy, SQL, REST APIs, and Git.
• Experience with optimization libraries such as OR-Tools, Pyomo, CVXPY, PuLP, Gurobi, or CPLEX.
• Good understanding of derivatives, collateral management, repo, securities financing, and margin methodologies (SIMM, IM/VM).
• Exposure to cloud technologies, Docker/Kubernetes, and distributed processing is preferred.

Preferred Domain Experience

• Margin & Collateral Management
• Collateral Optimization
• Treasury & Liquidity Management
• Repo & Securities Lending
• OTC Derivatives (IRS, FX, Credit, Equity)
• Capital Markets Risk & Analytics

Preferred Background

Candidates from investment banks, custodian banks, CCPs, fintechs, or collateral management platforms with hands-on experience in optimization, quantitative analytics, and Capital Markets technology.

About Us

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 world’s 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 is all about. Join us and be part of something extraordinary.

About The Team

At BNY, our culture speaks for itself, check out the latest BNY news at: BNY Newsroom & BNY LinkedIn

Here’s a Few Of Our Recent Awards

• America’s Most Innovative Companies, Fortune, 2025
• World’s Most Admired Companies, Fortune 2025
• “Most Just Companies", Just Capital and CNBC, 2025

Our 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.

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