Vp, Systematic Portfolio Trading Quant

Bank of America

New York, United States
$200,000.00 - $225,000.00 annualized salary; discr...
Python for research and production
Structured sdlc experience
Credit bonds and portfolio trading
This role delivers quantitative analytics and systematic tooling for the credit trading desks, with primary focus on bond portfolio optimization, systematic pricing for bonds and portfolio trades, and ETF create/redeem proposals and execution support

Job Summary

  • This role delivers quantitative analytics and systematic tooling for the credit trading desks, with primary focus on bond portfolio optimization, systematic pricing for bonds and portfolio trades, and ETF create/redeem proposals and execution support.
  • The team builds and maintains desk-facing tools used in live workflows across quoting, optimization, and systematic trading.
  • Bank of America is committed to an in-office culture with specific requirements for office-based attendance and which allows for an appropriate level of flexibility for our teammates and businesses based on role-specific considerations.

Matching Summary

This role delivers quantitative analytics and systematic tooling for the credit trading desks, with primary focus on bond portfolio optimization, systematic pricing for bonds and portfolio trades, and ETF create/redeem proposals and execution support.

Salary

$200,000.00 - $225,000.00 annualized salary; Discretionary incentive eligible; Benefits eligible

Skills & Requirements

Must-have

  • Python for research and production
  • Structured SDLC experience
  • Credit bonds and portfolio trading
  • ETF primary workflows
  • Quantitative analytics and modeling

Nice-to-have

  • C++ for performance
  • In-office culture participation

Key Requirements

  • PhD or Master’s degree or equivalent experience
  • Must be authorized to work in the US

Work Rights

Not specified

Tailored Resume

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