Sr Quantitative Finance Analyst jobs at Bank Of America in United States, Jersey City
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United States
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Jersey City
19 jobs found
07.08.2024
BOA
Bank Of America Sr Quantitative Finance Analyst United States, New Jersey, Jersey City
Master’s Degree in a quantitative discipline is required. At least two year’s work experience in Finance with a strong preference for candidates with a Market Risk or Counterparty Risk background....
Develop and enhance quantitative risk models, analytics and applications in support of market risk assessment and regulatory capital calculation in current Basel 2.5 (e.g. VaR, Stressed VaR, Risks Not in...
Conduct model performance testing, monitoring and data quality assessment. Undertake analytical research on model outcome and testing results, and model performance. Conduct ongoing model performance monitoring including sensitivity testing, back-testing,...
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