Director, Equity Derivatives Quant

Bank of America

New York, New York, US
Base: $300,000.00; bonus/equity: discretionary inc...
Equity derivatives quant
Macroeconomic market analysis
Complex modeling projects
This job is responsible for supporting their desk by providing input and analysis on macroeconomic markets by conducting complex modeling projects for specific business units or risk types

Job Summary

  • This job is responsible for supporting their desk by providing input and analysis on macroeconomic markets by conducting complex modeling projects for specific business units or risk types.
  • Responsibilities include performing end-to-end market risk stress testing, identifying continuous improvements in model development, and collaborating with technology, sales, trading, and product management.
  • The company offers industry-leading benefits, access to paid time off, and resources to support employees in making a genuine impact and contributing to sustainable growth.

Matching Summary

This job is responsible for supporting their desk by providing input and analysis on macroeconomic markets by conducting complex modeling projects for specific business units or risk types.

Salary

Base: $300,000.00; Bonus/Equity: Discretionary incentive eligible; Benefits: Benefits eligible

Skills & Requirements

Must-have

  • Equity Derivatives Quant
  • Macroeconomic market analysis
  • Complex modeling projects
  • Risk stress testing
  • Model development and validation

Nice-to-have

  • Responsible Growth commitment
  • Inclusive workplace culture
  • Collaboration across regions
  • Developing junior analysts

Key Requirements

  • Quantitative analyst experience
  • Experience with model development
  • Experience with model validation

Work Rights

Not specified

Tailored Resume

Cover Letter