Vice President, Quantitative Financial Analyst

Bank of America

New York, United States
Base: $200,000.00 - $225,000.00; bonus/equity: dis...
Quantitative financial modeling
Market risk stress testing
Develop new models and systems
This job is responsible for conducting quantitative analytics and modeling projects for specific business units or risk types

Job Summary

  • This job is responsible for conducting quantitative analytics and modeling projects for specific business units or risk types.
  • Responsibilities of this role include working with Global Rates business to research, design and build the trading models and electronic systems for pricing, electronic market making and automatic risk management for the Rates trading desks.
  • We provide industry-leading benefits, access to paid time off, resources and support to our employees so they can make a genuine impact and contribute to the sustainable growth of our business and the communities we serve.

Matching Summary

This job is responsible for conducting quantitative analytics and modeling projects for specific business units or risk types.

Salary

Base: $200,000.00 - $225,000.00; Bonus/Equity: Discretionary incentive eligible; Benefits: Benefits eligible

Skills & Requirements

Must-have

  • Quantitative financial modeling
  • Market risk stress testing
  • Develop new models and systems
  • Java development multi-threaded programming
  • Financial markets and products knowledge

Nice-to-have

  • Inclusive workplace culture
  • Continuous improvement identification
  • Strategic direction influence
  • Client and shareholder focus

Key Requirements

  • Master’s degree in related field or equivalent work experience
  • Experience in designing and building production trading systems
  • Experience in quantitative modelling and working with large datasets

Work Rights

Not specified

Tailored Resume

Cover Letter