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# Vice President, Data Management & Quantitative Analysis

- **Company:** The Bank of New York Mellon Corporation
- **Location:** New York, NY, United States
- **Experience:** Expert
- **Contract:** Permanent contract
- **Skills:** Artificial Intelligence, Data Management
- **Published:** August 18, 2026
- **Apply:** https://diversityjobs.com/main/sendform/8/8/28176/1/17979667?backUrl=%2Fcareer%2F17979667%2FVice-President-Data-Management-Quantitative-Analysis-New-York-New-York

## About the Role

* Bachelor's degree of a quantitative discipline (Finance, Math, Science/Engineering or Quantitative Finance) or equivalent
 * Experience in Prime Brokerage risk, Repo risk or other client facing, first line risk functions.
 * Subject matter expertise, risk challenge, and analytics expertise.
 * Strong communication and analytical skills
 * Ability to appropriately interact with senior management, and other lines of businesses.
 * Ability to back-test and perform quantitative analysis is important for the role.
 * Market Risk Experience in FICC products; Credit Risk understanding a plus
 * 6 years of total work experience (preferred)

## Description

* Join the First Line Exposure Optimization Team with focus on the Securities Finance (Equities and Fixed Income) Businesses.
 * Governance & Monitoring: Monitor and manage the Securities Finance financial risks in partnership with 2^nd Line Risk.
 * Help expand the various house margins/ haircut methodologies built in coordination with 2^nd Line Risk.
 * Assess the risk and reward of the existing portfolio and analyze new business opportunities.
 * Enhance client exposure monitoring reports, streamline new business/terms approvals (margin, limit & bespoke agreements).
 * Improve the non-Standard collateral limit framework/process within the principal business and help source the collateral at right margins to minimize risk.
 * Optimize financial resources within the Securities Finance business (CCAR optimization, Stress testing and other Risk/Capital constraints)
 * Product Design: Continue to improve risk monitoring/margining capabilities First Line Risk team works in partnership with Credit, Market and Liquidity Risk to design and implement limit monitoring & client monitoring tools.
 * Automate recurring management reporting and monitoring of intraday activities.
 * Support implementation of AI-enabled workflows
 * Escalation & Workouts: Help coordinate and manage relevant counterparty "Fire drill" with the various firm stakeholders.
 * Spearhead reporting to senior management ad-hoc exposure and counterparty summaries during times of market volatility


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