Vp, Cross Asset Quant Developer

Bank of America (GHR)

New York, NY, USA
Base: $200,000.00 - $225,000.00 annualized; bonus/...
Proficiency in python programming language
Experience with functional programming concepts
Strong mathematical abilities for data analysis
The role involves re-factoring and redesigning market model code to explain the risk and PnL of the Global Markets business

Job Summary

  • The role involves re-factoring and redesigning market model code to explain the risk and PnL of the Global Markets business.
  • Candidates will work as part of a dynamic cross-asset strategy team writing programs in Python on the Quartz platform.
  • The position offers industry-leading benefits, discretionary incentive eligibility, and opportunities to make an impact in the communities served.

Matching Summary

The role involves re-factoring and redesigning market model code to explain the risk and PnL of the Global Markets business.

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 functional programming concepts
  • Strong mathematical abilities for data analysis
  • Ability to debug and optimize market model code
  • Knowledge of financial markets and products

Nice-to-have

  • Willingness to learn financial domain knowledge
  • Experience with C++, Java, or Lisp languages
  • Interest in strategic risk and PnL projects
  • Collaboration skills within a small team environment

Key Requirements

  • Master's degree in Computer Science, Mathematics, Finance, or equivalent experience
  • Minimum 40 hours per week commitment
  • Strong analytical and problem-solving skills

Work Rights

Not specified

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