4 hours
2017-12-122018-01-11

Quantitative Finance Analyst-Audit Market Risk

Bank of America
New York, NY
  • Job Code
    bankofamerica-17050545NewYorkNY
Advertisement
Company Bank of America

Job Title Quantitative Finance Analyst-Audit Market Risk

Jobid bankofamerica-17050545NewYorkNY

Location: New York, NY, 10176, USA

Description **Job Description:**



The Quantitative Financial Analyst will contribute to the Corporate Audit Market Risk team's enterprise-wide coverage of market risk management.



The candidate will assume the following responsibilities:



+ Responsible for leading audit reviews of global markets’ portfolios focusing on market & credit risk & valuation.

+ Provide subject matter expertise to the wider audit group.

+ Participating in mainstream audit work, acting as subject matter expert for risk, valuation, derivatives.

+ Continuous monitoring of risks in global markets, corporate treasury and CIG portfolios.

+ Engaging professional in trading and risk management in frequent dialogue regarding portfolios, markets, positions, liquidity, funding, pricing, valuation, etc.

+ Continuous monitoring and verification of Value at Risk estimates, Stress testing results at many different levels of granularity for positions and portfolios in global markets.

+ Participating in communications with regulatory agencies

+ Developing effective professional relationships with associates in trading, risk management, finance, middle office, back office, rest of corporate audit.

+ Capable of managing projects and people to implement developmental initiatives



**Required Skills**



+ Advanced degree in a quantitative field (mathematics or physical sciences, engineering, etc.), finance, or economics

+ Depth and a breadth of knowledge of financial markets and derivative products – particularly in Equities, Commodities, Rates, Currencies and Credit Instruments

+ A minimum of 5 years relevant previous experience in a global markets environment – either trading, or risk management or quantitative analytics or corporate audit

+ Excellent communication skills – listening, speaking and writing

+ Excellent people skills – being able to work independently and as a member of a team at several levels of seniority and leadership.

+ Build credibility with fellow associates in Audit as well as associates in risk management and trading

+ Excellent quantitative/analytic skills



**Desired Skills**



+ Knowledge of complex derivatives

+ Good knowledge of financial models across asset classes



**Posting Date** : 08/07/2017



**Location** :

New York, NY, 222 BROADWAY (NY3222),

- United States



**Travel** : Yes, 5% of the time



**Full / Part-time** : Full time



**Hours Per Week** : 40



**Shift** : 1st shift



**Assistance for Applicants with Disabilities**



Bank of America is committed to ensuring that our online application process provides an equal employment opportunity to all job seekers, including individuals with disabilities. If you believe you need a reasonable accommodation in order to search for a job opening or to submit an application, please visit the Applicants with Disabilities page at http://careers.bankofamerica.com/us/applicants-with-disabilities .



**Diversity & Inclusion**



At Bank of America, our commitment to diversity and inclusion is helping us to create not only a great place to work, but also an environment where our employees, our customers and our communities around the world can reach their goals and connect with each other. All qualified applicants will receive consideration for employment without regard to race, color, religion, gender, gender identity or expression, sexual orientation, national origin, genetics, disability, age, or veteran status.



**Frequently Asked Questions**



Need to know how to apply online, view a list of your submitted job applications or reset your password? Visit our FAQ at http://careers.bankofamerica.com/us/faq section for answers to these questions and more.



Before you go...

Our free job seeker tools include alerts for new jobs, saving your favorites, optimized job matching, and more! Just enter your email below.

Share this job:

Quantitative Finance Analyst-Audit Market Risk

Bank of America
New York, NY

Share this job

Quantitative Finance Analyst-Audit Market Risk

Bank of America
New York, NY

Separate email addresses with commas

Enter valid email address for sender.

Join us to start saving your Favorite Jobs!

Sign In Create Account
Powered ByCareerCast