Vice President, Data Scientist

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.

* 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.

* 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.