Vp - Genai Quant Developer

Bank of America (GHR)

New York, NY, USA
Base: $200,000.00 - $225,000.00 annualized; bonus/...
Python production-quality engineering
Llm and agent frameworks like langgraph
Linear rates derivatives pricing models
The role focuses on building and deploying LLM-powered applications to enhance pricing, hedging, and risk management for the Rates business

Job Summary

  • The role focuses on building and deploying LLM-powered applications to enhance pricing, hedging, and risk management for the Rates business.
  • Candidates will design agentic workflows that integrate pricing engines and risk calculators into reliable, multi-step reasoning systems.
  • Bank of America offers an annual discretionary incentive plan and industry-leading benefits including paid time off and wellness resources.

Matching Summary

The role focuses on building and deploying LLM-powered applications to enhance pricing, hedging, and risk management for the Rates business.

Salary

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

Skills & Requirements

Must-have

  • Python production-quality engineering
  • LLM and agent frameworks like LangGraph
  • Linear rates derivatives pricing models
  • Yield curve construction and swap pricing
  • Deep learning and NLP techniques
  • Vector databases and time-series data

Nice-to-have

  • Experience with multi-agent orchestration
  • Knowledge of model risk controls
  • Familiarity with cloud-native distributed systems
  • Ability to educate desk users on new tools

Key Requirements

  • Master's degree in related field or equivalent experience
  • Production-quality Python engineering skills
  • Expertise in yield curve construction and rates volatility

Work Rights

Not specified

Tailored Resume

Cover Letter