Vice President, Data Scientist
BNY Mellon Pune, Maharashtra, India
Financial Services · 10,001+ employees
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About the role
Design and develop Python-based margin and collateral optimization solutions, including rule engines, collateral allocation and substitution algorithms, and analytics for margin, haircuts, eligibility, concentration limits, and liquidity. Integrate pricing, risk, and collateral platforms, and partner with Quant, Risk, and Operations teams to deliver scalable production solutions while improving performance, automation, and cloud-native deployments.
What they look for
Requirements
Requires 10+ years of Python development experience in Capital Markets and hands-on proficiency with Python, Pandas, NumPy, SQL, REST APIs, and Git. Candidates should have experience with optimization libraries and a good understanding of derivatives, collateral management, repo, securities financing, and margin methodologies; cloud, container, and distributed-processing experience is preferred.
Benefits
Full 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.
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 #LifeAtBNY is all about. Join us and be part of something extraordinary.
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.
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