Vice President, Quantitative Analytics

BNY Mellon; New York (NY); On-site; USD 180,000 - 280,000; Full time

Job summary

BNY Mellon in New York seeks a Vice President, Quantitative Analytics to lead advanced pricing, XVA, and AI-driven analytics within Markets. You will deliver high-impact models, collaborate with trading, risk, technology, and AI engineering to advance quantitative solutions across asset classes.

The role emphasizes independent leadership, governance, and production deployment of models, working closely with platform teams and senior stakeholders to align analytics with business strategy.

Qualifications

• Significant experience in quantitative analytics, model development, ML, or platform delivery in financial markets.
• Deep knowledge of derivative pricing, modelling, valuation, and risk analytics across asset classes.
• Experience applying ML/AI in markets, trading, risk, or operations.
• Proven track record delivering complex quantitative/AI solutions from concept to production.

Responsibilities

• Deliver high-impact models, analytics, and quantitative solutions for pricing, XVA, and Securities Finance.
• Collaborate with trading, risk, technology, product, and AI engineering teams to advance quantitative models and AI-enabled solutions.
• Design, implement, and evolve pricing and valuation frameworks across asset classes for robustness and AI readiness.
• Contribute to XVA analytics, capital optimisation, funding valuation adjustments, and balance sheet initiatives.
• Develop AI-powered Securities Finance solutions including collateral optimisation and inventory analytics.
• Apply advanced statistics, ML, and AI to solve business problems and unlock opportunities in Markets.
• Act as a trusted advisor to senior stakeholders, translating complex concepts into actionable insights.
• Provide technical leadership on methodologies, AI adoption, model architecture, and analytics strategy.
• Support governance, validation, regulatory engagement, and controls for models and AI capabilities.
• Drive delivery from research to production with engineering and platform teams.

Skills

Quantitative analytics

Model development

Machine learning

Derivative pricing

Risk analytics

AI & ML adoption

Job description

Vice President, Quantitative Analytics

We're seeking a future team member for the role of Vice President, Quantitative Analytics to join our Markets team. This role is located in New York.

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

• Serve as a senior quantitative expert supporting the Pricing, XVA, Securities Finance, and AI-driven analytics businesses, delivering high-impact models, analytics, and strategic quantitative solutions.
• Partner closely with trading, risk, technology, product, and AI engineering teams to develop and enhance quantitative models, advanced analytics, and AI-enabled solutions that support business growth, client outcomes, and risk management objectives.
• Design, implement, and evolve pricing and valuation frameworks across multiple asset classes, ensuring consistency, transparency, robustness, scalability, and readiness for AI-assisted workflows.
• Contribute deep quantitative expertise to the development of XVA analytics, capital optimisation, funding valuation adjustment methodologies, and balance sheet efficiency initiatives.
• Develop innovative quantitative and AI-powered solutions for Securities Finance, including collateral optimisation, inventory analytics, financing strategies, intelligent decision support, and client-focused analytical capabilities.
• Apply advanced statistical, machine learning, and AI techniques to solve complex business problems, improve analytical efficiency, and unlock new commercial opportunities across Markets.
• Act as a trusted advisor to senior stakeholders across Markets, translating complex quantitative, machine learning, and AI concepts into actionable insights and business decisions.
• Provide technical leadership on quantitative methodologies, AI adoption, model architecture, implementation approaches, and analytics strategy across key Markets initiatives.
• Support model governance, validation activities, regulatory engagement, and controls for both traditional quantitative models and emerging AI capabilities, ensuring compliance with internal and external standards.
• Drive the delivery of complex quantitative and AI initiatives from research and experimentation through implementation and production deployment, partnering closely with engineering and platform teams.
• Contribute to the advancement of quantitative and AI best practices, intellectual capital, innovation, and thought leadership across the broader organisation.

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

• Significant experience in quantitative analytics, model development, quantitative research, machine learning, or quantitative platform 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.
• Experience applying machine learning, artificial intelligence, or advanced data science techniques to financial markets, trading, risk, or operational challenges.
• Demonstrated track record of designing and delivering complex quantitative and AI-enabled solutions from concept through implementation and production deployment.
• Strong stakeholder management and influencing skills, with the ability to partner effectively with senior business, risk, technology, and regulatory stakeholders.
• Excellent problem-solving, analytical, and quantitative research capabilities.
• Experience supporting model governance, validation, regulatory requirements, and AI risk management within a controlled environment.
• Strong programming skills and experience working with modern quantitative, data science, and AI technology stacks.
• Ability to operate independently, providing thought leadership and technical direction on strategically important initiatives without direct people-management responsibility