Senior Quantitative Finance Analyst

Bank of America

Chicago, IL, US
Base: $125,000 - $210,000 annualized; bonus: discr...
5+ years experience in pricing or market risk models
Advanced python programming skills
Deep understanding of derivatives pricing
This role is responsible for independently conducting quantitative analytics and complex modeling projects to support critical regulatory deliverables

Job Summary

  • This role is responsible for independently conducting quantitative analytics and complex modeling projects to support critical regulatory deliverables.
  • The position offers an opportunity to work within the Global Markets Risk Analytics team on market risk models for global trading activities.
  • Employees are eligible for an annual discretionary award based on individual performance and company success along with industry-leading benefits.

Matching Summary

This role is responsible for independently conducting quantitative analytics and complex modeling projects to support critical regulatory deliverables.

Salary

Base: $125,000 - $210,000 annualized; Bonus: Discretionary incentive eligible; Benefits: Industry-leading benefits and paid time off

Skills & Requirements

Must-have

  • 5+ years experience in pricing or market risk models
  • Advanced Python programming skills
  • Deep understanding of derivatives pricing
  • Expertise in Value at Risk and statistical estimation
  • Experience with Basel 2.5 and FRTB frameworks

Nice-to-have

  • FRTB implementation experience
  • Large scale model platform implementation
  • Operational excellence mindset
  • Strong organizational skills
  • Ability to influence strategic direction

Key Requirements

  • Master's degree in quantitative field (PhD preferred)
  • Solid 5+ years of work experience in FO pricing or market risk models
  • Advanced programming skills in Python with 5+ years experience

Work Rights

Not specified

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