SALTWICK BAY IS A NORTH-EAST FACING BAY APPROXIMATLEYONE MILE TO THE EAST OF WHITBY , ON THE EAST COAST OF NORTH YORKSHIRE , THE BAY CONTAINS THE SALTWICK NAB QUARRIES , THE BAY IS PART OF THE SALTWICK FOUNDATION AND KNOWN FOR ITS COLLECTION OF FOSSILS . THE SS ROHILLA HOSPITAL SHIP SANK IN THE BAY IN 1914.