Vice President, Data Scientistnew

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.