Vice President, Quantitative Financial Analyst

Bank of America

New York, NY, United States
Base: $200,000.00 - $225,000.00 annualized; bonus:...
Java multi-threaded programming experience
Distributed low latency system design
Financial markets and products knowledge
This role is responsible for conducting quantitative analytics and modeling projects for specific business units or risk types within the Global Rates Electronic Trading Strats team

Job Summary

  • This role is responsible for conducting quantitative analytics and modeling projects for specific business units or risk types within the Global Rates Electronic Trading Strats team.
  • The position involves performing end-to-end market risk stress testing, including scenario design, implementation, and analyzing results to understand key drivers.
  • Employees are eligible for an annual discretionary award based on individual performance and the overall success of the company.

Matching Summary

This role is responsible for conducting quantitative analytics and modeling projects for specific business units or risk types within the Global Rates Electronic Trading Strats team.

Salary

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

Skills & Requirements

Must-have

  • Java multi-threaded programming experience
  • Distributed low latency system design
  • Financial markets and products knowledge
  • Statistical analysis on large datasets
  • Model risk management and validation

Nice-to-have

  • Google Guice or Spring dependency injection
  • Masters or PhD in quantitative subject
  • Experience with algorithmic execution
  • Strong communication with senior management
  • Innovation in electronic market making

Key Requirements

  • Master's degree in related field or equivalent work experience
  • Exceptional development skills in Java
  • Experience designing production trading systems

Work Rights

Not specified

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