Job Information
Bank of America N.A. Assistant Vice President; Quantitative Finance Analyst in New York, New York
DUTIES:Measure counterparty credit risk for all lines of businesses in the Markets division covering all traded products. Participate in constructing counterparty credit risk portfolio reviews along with specialized deep dives on specific counterparties. Leverage expertise in counterparty credit risk management and traded products to highlight areas that warrant additional investigation, monitoring and discussion. Perform analysis which will encompass a range of counterparty exposure management techniques such as potential future exposure, stress testing sensitivity analysis, wrong way risk, and CVA. Maintain strong risk discipline and demonstrated ability to working across a variety of functions including trading, sales and credit risk. Analyze and evaluate large and complex economic and financial datasets with analytical tools of Python, SQL, and R. Use big data technologies SQL to handle and process large volumes of data produced by multiple data sources. Develop and evaluate historical quantitative modeling and analytics projects in risk analytics and financial forecasting leveraging R and Python. Employ data analytics and visualization tools of Tableau and VBA macros to build easy access analytical capabilities. Implement advanced high-performance Python code for automation on the data generation, visualization of the reporting and auto distribution to management. Remote work may be permitted within a commutable distance from the worksite.REQUIREMENTS:Master's degree or equivalent in Finance, Mathematics, Statistics, or related; and 2 years of experience in the job offered or a related quantitative occupation. Must include 2 years of experience in each of the following: Analyzing and evaluating large and complex economic and financial datasets with analytical tools of Python, SQL and R; Using big data technologies SQL to handle and process large volumes of data produced by multiple data sources; Developing and evaluating historical quantitative modeling and analytics projects in risk analytics and financial forecasting leveraging R and Python; Employing data analytics and visualization tools of Tableau and VBA macros to build easy access analytical capabilities; and Implementing advanced high-performance Python code for automation on the data generation, visualization of the reporting and auto distribution to management.Req. # 24039869. Job Site: New York, NY. If interested apply online at www.bankofamerica.com/careers or email your resume to bofajobs@bofa.com and reference the job title of the role and requisition number. No phone calls. EOE.
Minimum Salary: 137,000 Maximum Salary: 150,000 Salary Unit: Yearly