Senior Director, Senior Full-Stack Engineer

BNY Mellon • New York, NY

16h • Onsite

About The Position

BNY is a leading global financial services company that influences nearly 20% of the world’s investible assets. The company leverages AI and breakthrough technologies to collaborate with clients, driving transformative solutions. BNY is recognized as a top destination for innovators, where bold ideas meet advanced technology and exceptional talent, powering the future of finance. This role is for a Senior Director, Senior Full-Stack Engineer to join the Market Hub Engineering team in New York, NY. The position focuses on building the firm's real-time counterparty credit risk platform across multiple businesses and products. The successful candidate will work at the intersection of quantitative analytics, derivatives risk, and agentic AI coding, delivering analytical and technical capabilities for intraday exposure management and counterparty risk decision-making. This is a hands-on engineering role for an individual with experience in building quantitative risk systems, who can partner closely with quants, traders, and risk stakeholders to implement large-scale analytic capabilities in production systems.

Requirements

• 15+ years of experience in software development required
• Bachelor's degree in computer science engineering or a related discipline, or equivalent work experience required
• Significant experience in software engineering for quantitative analytics and front-office platforms.
• Strong coding skills in C++, Java, or Python.
• Solid understanding of counterparty credit risk, derivatives exposure measurement, and real-time risk system design.
• Experience with numerical analytics and pricing/risk model implementation.
• Proven ability to work with quants, traders, and risk managers in a highly technical environment.
• Strong focus on correctness, performance, testing, and production stability.
• Understanding of the controls and governance expectations associated with model implementation in production risk systems.
• Willingness to work with third party analytic libraries and models

Nice To Haves

• Experience in using agentic coding harnesses such as Claude Code or OpenAI Codex is desired
• advanced degree is beneficial

Responsibilities

• Build and enhance real-time counterparty credit risk analytics and services across FX, securities lending, repo, and delta one equities products.
• Implement and optimize methodologies such as PFE, EE/EPE, stress exposure, and related CCR analytics.
• Translate pricing, exposure, collateral, and netting requirements into robust technical solutions.
• Develop scalable distributed systems for trade, market data, scenario, and exposure processing.
• Improve performance, resiliency, and operational quality of a business-critical front-office risk platform.
• Deliver reusable quantitative engineering components and platform services across teams.

Benefits

• highly competitive compensation, benefits, and wellbeing programs rooted in a strong culture of excellence and our pay-for-performance philosophy.
• 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
• generous paid leaves, including paid volunteer time, that can support you and your family through moments that matter.

What This Job Offers

• Job Type: Full-time
• Career Level: Senior
• Number of Employees: 1-10 employees