Associate, Non-linear Rates Quant Analyst

Bank of America

New York, United States
Base: $130,000.00 - $160,000.00 annualized salary;...
Stochastic calculus
Probability theory
Rates derivatives pricing models
This job is responsible for performing financial and statistical analyses and conducting quantitative analytics and complex modeling projects

Job Summary

  • This job is responsible for performing financial and statistical analyses and conducting quantitative analytics and complex modeling projects.
  • The New York Rates Quantitative Strategy Data Group is looking for an individual to join the team, responsible for providing analytical support to all of the NY rates areas.
  • 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 performing financial and statistical analyses and conducting quantitative analytics and complex modeling projects.

Salary

Base: $130,000.00 - $160,000.00 annualized salary; Bonus/Equity: Discretionary incentive eligible; Benefits: Benefits eligible

Skills & Requirements

Must-have

  • stochastic calculus
  • probability theory
  • rates derivatives pricing models
  • C++ programming proficiency
  • Python programming proficiency
  • fast-paced trading floor environment

Nice-to-have

  • AI-assisted coding
  • advanced automation frameworks
  • modern development tools

Key Requirements

  • Advanced degree in a quantitative field
  • Front-office analytic development experience

Work Rights

Not specified

Tailored Resume

Cover Letter