Vice President; Quantitative Finance Analyst
Bank of America · New York, NY · 4 days ago
SalesFull-time
Responsibilities
- Perform enhancement of pricing and risk models to incorporate new market or products features.
- Conduct quantitative analysis of the current markets, trends and trading strategies.
- Perform numerical analysis of existing models and implementation and testing of performance enhancements.
- Investigate and improve high-frequency algorithmic trading strategies.
- Generate required documentation and testing to support model risk management ongoing model review and validation.
- Work with front office technology teams to integrate models into the trading and risk systems.
- Perform work required to support regulatory and compliance requirements (such as Comprehensive Capital Analysis and Review).
Required Skills & Experience
Master's degree or equivalent in Financial Economics, Mathematics, Economics, Statistics, Finance, or related; and 3 years of experience in the job offered or a related Quantitative occupation.
Must include 3 years of experience in each of the following:
- Developing and implementing quantitative models to analyze market behavior, forecast trends, and evaluate economic scenarios;
- Applying statistical and econometric techniques to solve complex problems, validate hypotheses, and support data-driven decision-making;
- Designing and implementing data-driven solutions to manipulate large datasets, automate analytical workflows, and build scalable tools for research and strategy; and,
- Constructing financial and statistical models using transactional-level data to support advanced analytics, optimize decisions, and generate strategic insights.
Remote work may be permitted within a commutable distance from the worksite.