Vp - Genai Quant Developer

Bank of America Merrill Lynch

New York, NY, US
Base: $200,000.00 - $225,000.00 annualized; bonus/...
Python production-quality engineering
Llm and agent frameworks (langgraph, langchain)
Linear rates derivatives pricing models
The role focuses on designing and deploying LLM-powered applications for workflow automation and trade idea generation within the Rates business

Job Summary

  • The role focuses on designing and deploying LLM-powered applications for workflow automation and trade idea generation within the Rates business.
  • Candidates will develop and enhance pricing and risk models for linear rates derivatives while integrating them into the firm's trading systems.
  • This high-impact position offers an annualized salary range of $200,000.00 to $225,000.00 with eligibility for discretionary incentives and industry-leading benefits.

Matching Summary

The role focuses on designing and deploying LLM-powered applications for workflow automation and trade idea generation within the Rates business.

Salary

Base: $200,000.00 - $225,000.00 annualized; Bonus/Equity: Discretionary incentive eligible; Benefits: Industry-leading benefits including paid time off

Skills & Requirements

Must-have

  • Python production-quality engineering
  • LLM and agent frameworks (LangGraph, LangChain)
  • Linear rates derivatives pricing models
  • Yield curve construction and swap pricing
  • Deep learning, NLP, embeddings, RAG

Nice-to-have

  • Experience in trading floor environments
  • Knowledge of model risk controls and compliance
  • Cloud-native or distributed systems experience
  • Ability to educate desk users on new tools

Key Requirements

  • Master's degree in related field or equivalent work experience
  • Proficiency in Python with production engineering practices
  • Expertise in SQL, vector databases, and time-series data

Work Rights

Not specified

Tailored Resume

Cover Letter