Description
Senior Vice President, Data Science Manager
Were seeking a future team member for the role of Senior Vice President, Data Science Manager to join our Markets team. This role is located in Pune.
In This Role, Youll Make an Impact in the following ways
This role enables production-grade, governed AI capabilities for Markets by designing, validating, and operating AI agents across their full lifecycle. The individual will own prompt engineering, model selection, RAG/KAG architectures, and ongoing model governance, ensuring AI solutions are explainable, secure, and compliant with DURB and MRMG expectations.
Excellent knowledge of FX and Fixed Income products pricing, yield curve construction, scenario analysis, sensitivities calculations, PFE, VaR, and CCAR stress scenarios.
Pricing model development and OPM review for Rates, FX, and Equity models.
Work with desk strats and quantitative analytics teams to develop, maintain, and support C++/Python analytics libraries used for pricing and risk analytics.
Define agent logic, behavior,



and boundaries for Markets use cases across risk, trading, credit, surveillance, and analytics.
Design reliable, testable, and explainable prompts, with versioning and regression testing.
Select, justify, and document AI/ML models appropriate to use case criticality and risk tier.
Design AI architectures, including:
Retrieval Augmented Generation (RAG)
Knowledge Augmented Generation (KAG)
Agent-to-agent communication patterns
MCP-style server architectures for tool orchestration and control
Establish validation and testing strategies so outputs are consistent, trusted, and auditable.
Ensure AI agents remain assistive, bounded, and compliant over time.
Produce MRMG / DURB-ready artefacts such as methodology, data lineage, controls, and fallback plans in parallel with development.
Monitor model and agent behavior in production, including drift, instability, and control breaches.
Continuously tune prom .

📌 Senior Vice President, Data Science Manager Pune
🏢 BNY Mellon
📍 Pune