Director, Credit Quant

Bank of America Merrill Lynch

New York, NY, USA
Base: $225,000.00 - $300,000.00 annualized; bonus/...
Advanced c++ expertise for production codebases
Strong object-oriented design and api design skills
Experience with performance engineering and optimization
This senior front-office role owns the end-to-end credit analytics stack including model design, implementation, and production support

Job Summary

  • This senior front-office role owns the end-to-end credit analytics stack including model design, implementation, and production support.
  • The position requires leading the development of performance-critical analytics libraries in C++ while partnering with Technology for system delivery.
  • Employees are eligible for an annual discretionary award based on individual performance and the overall success of the Company.

Matching Summary

This senior front-office role owns the end-to-end credit analytics stack including model design, implementation, and production support.

Salary

Base: $225,000.00 - $300,000.00 annualized; Bonus/Equity: Discretionary incentive eligible; Benefits: Industry-leading benefits and paid time off

Skills & Requirements

Must-have

  • Advanced C++ expertise for production codebases
  • Strong object-oriented design and API design skills
  • Experience with performance engineering and optimization
  • Solid knowledge of credit products and markets
  • Ability to lead model design and implementation

Nice-to-have

  • Python experience for rapid prototyping and research
  • Familiarity with front-office toolchains
  • Experience integrating Python with C++ core
  • Strong market intuition and quantitative judgment
  • Background in stress testing and scenario analytics

Key Requirements

  • PhD or Master's degree in a related field
  • Track record of owning large production codebases
  • Minimum education requirement met via equivalent work experience

Work Rights

Not specified

Tailored Resume

Cover Letter