Jobs · Sales · New York

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.

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