Description

In this role, you’ll make an impact by:

- Supporting oversight of FX, interest rate, and credit derivatives pricing models and curve & volatility calibration used across the markets business.
- Monitoring model behavior through P&L; analysis, valuation review, and risk monitoring to identify issues, trends, and control gaps.
- Preparing and supporting MRMG governance materials, model documentation, and regulatory submissions related to production models.
- Partnering with stakeholders across Markets, Risk, Quantitative Analytics, Technology, and Control functions to ensure robust model performance and governance.
- Applying data science and analytical techniques to improve model monitoring, exception detection, and control effectiveness.
- Contributing to the development of a unified semantic data layer to improve consistency, transparency, and usability of pricing, risk, and control data.
- Helping enable agentic and automated workflows that improve scalability, efficiency, and control execution.
- Delivering clear insights and reporting that enhance decision-making, execution quality, and operational effectiveness.
- Identifying opportunities to strengthen controls, improve data quality, and enhance end-to-end production model oversight.

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

- Bachelor’s degree or equivalent combination of education and experience required; advanced degree in Data Science, Statistics, Mathematics, Quantitative Finance,



Financial Engineering, Computer Science, or a related field preferred.
- Significant experience in data science, quantitative analytics, model oversight, market risk, valuation controls, or a related discipline within financial services.
- Strong understanding of FX, interest rate, and credit derivatives, including pricing model concepts and associated risk measures.
- Experience with P&L; monitoring, model performance assessment, valuation analysis, or risk monitoring in a markets environment.
- Knowledge of model governance frameworks, validation processes, MRMG engagement, and regulatory expectations.
- Strong technical skills in Python, C++, SWIG, SQL, and data analysis.
- Experience working with large and complex datasets, with the ability to improve data quality, structure, and usability.
- Solid analytical thinking, problem-solving capability, and the ability to communicate complex findings clearly to technical and non-technical stakeholders.
- Ability to work effectively across teams in a fast-paced, highly controlled environment.

Preferred Qualifications:

- Master’s degree or PhD in a quantitative discipline.
- Experience supporting regulatory reviews, governance forums, or model committee processes.
- Familiarity with semantic data models, workflow automation, anomaly detection, or machine learning techniques.
- Exposure to strategic data initiatives within markets, risk, or controls organizations.

📌 Vice President, Data Scientist (Maharashtra)
🏢 BNY Mellon
📍 Maharashtra