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.
- Robust 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.
- Kno

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