9 hours

Senior Quantitative Finance Analyst

Bank of America
Atlanta, GA
  • Job Code
Company Bank of America

Job Title Senior Quantitative Finance Analyst

Jobid bankofamerica-18012446AtlantaGA

Location: Atlanta, GA, 30309, USA

Description **Job Description:**

Responsible for independently conducting quantitative analytics and complex modeling projects. Engaged in review and validation of new and existing models, analytic processes or system approaches. Creates documentation for all activities and may work with technology staff in use of any system to run models developed. Incumbents possess excellentquantitative/analyticand communication skills.

The qualified candidate will join a team of analysts in the Model Risk Management (MRM) group and will be responsible for the independent review and validation of allMathematical/Statisticalmodels used by theliquidity risk groupand mortgage group. Theliquidity risk group andmortgage group ensure that all models reflect best modeling practices and comply with the FRB and OCC requirements, BAC enterprise and MRM policies/procedures.

The qualified candidate will work cross-functionally to enforce current model risk control procedures and apply his experience and skills to subject the models used by theliquidity risk group andmortgage group to effective challenge. The qualified candidate will also function as a subject matter expert to provide technical consultation to other analysts and to the MRM management for policy/procedure revisions/update.

The qualified candidate will join a group of highly skilled and experienced professionals bound by a strong commitment to high-quality work in a very collegial atmosphere.

Key requirements:

Strong and diversified quantitative skills

Working knowledge of the main asset classes available on the market(equities, fixed-income securities, options)

Working knowledge of liquidity risk management and modeling

Working knowledge of derivative financial instruments and the numerical methods used to price them

Working knowledge of stochastic processes and stochastic calculus/integration

Working knowledge of optimization techniques, regression techniques and Monte Carlo simulation

Ability to understand and communicate clearly and effectively at all levels

Ability to learn and adapt in an unexplored field, if necessary

Team player attitude

Required Skills:

+ Masters/Ph.D. in Economics, Quantitative Finance, Mathematics, Statistics, Physics or related degree

+ 5+ years relevant experience

+ Strong programming skills in SAS, R, VBA, Matlab and C++/C#/Java

+ Technical curiosity and interest in learning new skills

**Posting Date** : 03/06/2018

**Location** :

Atlanta, GA, Atlanta Plaza, 600 Peachtree St NE,

- 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.


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Senior Quantitative Finance Analyst

Bank of America
Atlanta, GA

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Bank of America
Atlanta, GA

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