Vp, Cross Asset Quant Developer

Bank of America Merrill Lynch

New York, NY, USA
Base: $200,000.00 - $225,000.00 annualized; bonus/...
Proficiency in python programming language
Experience with c++ or java languages
Strong mathematical abilities for data analysis
This role involves assisting the Cross Assets Strats team in re-factoring and redesigning market model code to explain risk and PnL strategically

Job Summary

  • This role involves assisting the Cross Assets Strats team in re-factoring and redesigning market model code to explain risk and PnL strategically.
  • The position requires writing and debugging code in Python within the Bank's in-house Quartz platform as part of a small team of eight.
  • Employees are eligible for an annual discretionary award based on individual performance, line of business success, and overall company results.

Matching Summary

This role involves assisting the Cross Assets Strats team in re-factoring and redesigning market model code to explain risk and PnL strategically.

Salary

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

Skills & Requirements

Must-have

  • Proficiency in Python programming language
  • Experience with C++ or Java languages
  • Strong mathematical abilities for data analysis
  • Functional programming concepts and algorithm design
  • Ability to debug and optimize existing market models

Nice-to-have

  • Existing financial and quantitative knowledge
  • Willingness to learn financial markets deeply
  • Interest in strategic risk and PnL projects
  • Cross-asset strategy team experience
  • Comfort working across multiple paradigms

Key Requirements

  • Master's degree in Computer Science, Mathematics, Finance, or equivalent
  • Bachelor's or Master's degree in related field
  • Minimum education requirement of Master's degree

Work Rights

Not specified

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