Vp, Quant Analyst - Central Modelling Solutions Team

Bank of America

New York, United States
$200,000.00 - $225,000.00 annualized salary; discr...
Python and c++ programming
Financial markets and products knowledge
Option pricing and stochastic calculus
The Central Modelling Solution Quantitative Strategies Data Group is looking for a VP level hire to support expanded deliverables to XVA trading desks

Job Summary

  • The Central Modelling Solution Quantitative Strategies Data Group is looking for a VP level hire to support expanded deliverables to XVA trading desks.
  • The role includes model design and development implemented in Python and C++, as well as applications to support day-to-day trading activities and regulatory requirements across multiple asset classes.
  • Bank of America offers industry-leading benefits, access to paid time off, and resources to support employees in making a genuine impact.

Matching Summary

The Central Modelling Solution Quantitative Strategies Data Group is looking for a VP level hire to support expanded deliverables to XVA trading desks.

Salary

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

Skills & Requirements

Must-have

  • Python and C++ programming
  • Financial markets and products knowledge
  • Option pricing and stochastic calculus
  • Probability and statistics
  • Numerical analysis
  • Clear technical documentation

Nice-to-have

  • Familiarity across multiple asset classes
  • Experience in a relevant quant/finance field

Key Requirements

  • Relevant work experience
  • Masters or PhD-level in a STEM field
  • Excellent mathematical skills
  • Excellent programming skills in Python and C++ (or C#)
  • Excellent communication skills

Work Rights

Not specified

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