Senior Vice President, Data Scientist

BNY MellonPittsburgh, PA

About The Position

Senior Vice President, Data Scientist 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. We are seeking a future team member for the role of Data Scientist (Senior Vice President) to Corporate Treasury & CIO Engineering team. This role location is in Pittsburgh, USA. Team Overview The Enterprise Stress Testing and Modelling Analytics team builds and runs the firms’ end to end financial analytics platform for regulatory and internal stress testing programs. Our remit spans CCAR (Comprehensive Capital Analysis Review) and CECL (lifetime credit loss reserving for SEC filings), and with expanding coverage to ICAAP/ICARA, ECB stress testing & the Treasury & CIO Analytics Platform (TCAP). We develop models across forecasting (balance sheet, macro drivers, expenses, fee revenues, liquidity, capital, portfolios) and risk calculations (market risk, credit risk, stress capital buffer). Our scalable analytics stack includes distributed compute and GPU clusters, Spark/Hadoop, JupyterHub, ML toolkits, REST APIs, and microservices delivering timely, high‑quality results that inform capital auctions and strategic balance sheet management. We also leverage AI across multiple use cases to drive efficiency and performance. Role Summary: As a Senior Vice President (Data Scientist), you will design, implement, and continuously improve statistical and machine learning solutions that power BNY’s stress testing, provisioning, and capital planning. You’ll partner closely with risk, treasury, and CIO teams to translate business objectives into robust, scalable models and data products.

Requirements

  • Bachelor’s or master’s in computer science, AI, Data Science, Engineering/Management (advanced degree preferred).
  • Hands‑on experience in statistical modelling, predictive analytics, and machine learning; exposure to risk modelling & regulatory frameworks (PRA/FCA) is a strong advantage.
  • Strong programming skills in Python (preferred), R, SQL or similar languages; familiarity with ML frameworks.
  • Solid understanding of advanced statistical techniques (e.g., regression, time series analysis, hypothesis testing, model diagnostics) and model validation practices.
  • Experience with distributed computing (Spark/Hadoop), GPU accelerated workloads, and cloud-based data engineering.
  • Building RESTful services and microservices for model deployment; experience with ML Ops and reproducibility best practices.
  • Excellent analytical problem-solving skills, ability to communicate complex concepts clearly and collaborate effectively in fast paced, cross functional environments.

Responsibilities

  • Model development end-to-end: Design, develop and implement statistical and machine learning models in Python/R for forecasting, provisioning, stress testing, and capital planning.
  • Continually evaluate and refine models for robustness, scalability, explainability, and alignment with business outcomes.
  • Platform & pipeline engineering: Enhance and automate existing processes by designing scalable data pipelines, reproducible modelling frameworks, and automated dashboards.
  • Stay current with advancements in AI, ML, risk modelling, and data engineering; propose and implement improvements to modelling capabilities.
  • Communicate findings clearly to both technical and non‑technical stakeholders and support junior team members through technical guidance.

Benefits

  • 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, which can support you and your family through moments that matter.
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