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RESPONSIBILITIES:
Develop and enhance the quantitative methodologies for IPV and associated Fair Value and Prudent Valuation Adjustments.
Define Fair Value Hierarchy classification and justification, i.e. creating the framework for a given product, risk, or portfolio as appropriate.
Work closely with Traders, Market Risk, Model Risk Management, Front Office Quants, Product Controllers, and Senior Managers on Valuation related matters.
Communicate complex valuation matters to Senior Management, Auditors, and Regulators.
Leveraging expert knowledge of financial markets, products, and quantitative background to critically evaluate the IPV results and support resolution of IPV differences.
Support Front Office Model Governance through the review of model limitations and potential impact on Fair Value.
Utilize input of market parameters (swap rates, spreads, cap/floor and swaption vols, exchange-traded securities across different currencies) to ensure accurate derivatives portfolio valuation, including Greeks, mark-to-market (MTM), and PnL attribution.
Apply product knowledge of Interest Rate derivatives (Swaps, Swaptions, Bermudan Swaptions, CMS Swaps, CMS Cap/Floor) and market risk principles to assess valuation approaches and models.
Track global financial markets, analyze market movements, conduct monthly valuation analysis, and ensure accurate curve marking and trade reconciliation.
Utilize financial derivatives pricing models (Yield Curve Construction, SABR model) to evaluate model performance, calibrate to market data, and collaborate with model owners to address limitations.
Conduct independent valuation validation, develop Fair Value Hierarchy Classification, and ensure compliance with valuation uncertainty controls.
Implement Python-based automated solutions for valuation reports, fair value and liquidity valuation adjustments, and prudent valuation adjustments.
Remote work may be permitted within a commutable distance from the worksite.
REQUIRED SKILLS & EXPERIENCE:
Master's degree or equivalent in Finance, Mathematics, Statistics, Quantitative Finance, 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:
Utilizing input of market parameters (swap rates, spreads, cap/floor and swaption vols, exchange-traded securities across different currencies) to ensure accurate derivatives portfolio valuation, including Greeks, mark-to-market (MTM), and PnL attribution;
Applying product knowledge of Interest Rate derivatives (Swaps, Swaptions, Bermudan Swaptions, CMS Swaps, CMS Cap/Floor) and market risk principles to assess valuation approaches and models;
Tracking global financial markets, analyzing market movements, conducting monthly valuation analysis, and ensuring accurate curve marking and trade reconciliation;
Utilizing financial derivatives pricing models (Yield Curve Construction, SABR model) to evaluate model performance, calibrate to market data, and collaborate with model owners to address limitations;
Conducting independent valuation validation, developing Fair Value Hierarchy Classification, and ensuring compliance with valuation uncertainty controls; and,
Implementing Python-based automated solutions for valuation reports, fair value and liquidity valuation adjustments, and prudent valuation adjustments.
If interested apply online at or email your resume to and reference the job title of the role and requisition number.
1st shift (United States of America)These jobs might be a good fit

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Job Description:
Job Description:
This job is responsible for developing and delivering complex requirements to accomplish business goals. Key responsibilities of the job include ensuring that software is developed to meet functional, non-functional and compliance requirements, and solutions are well designed with maintainability/ease of integration and testing built-in from the outset. Job expectations include a strong knowledge of development and testing practices common to the industry and design and architectural patterns.
Experienced full stack .NET developer with C#, MVC, MS SQL server. To work on application modernization efforts including containerization, .NET core and React implementation.
Responsibilities:
Required Qualifications:
Desired Qualifications:
Skills:

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Job Description:
As a senior analyst focused on strategic items, the role will leverage creative problem-solving skills to identify some of the biggest and most complex risks faced by GIS and technology. The Sr Analyst will be responsible for collating escalating and driving the resolution and risk reduction of strategic threats.
Generally requires 7+ years experience.
Key Responsibilities:
• Examine threat evaluation information and engage control owners to resolve issues, address vulnerabilities and reduce risk by driving remediation work.
• Reduce risk by driving remediation work in alignment with the known threat environment.
• Lead Strategic projects designed to address long tail risks.
• Oversee and direct junior strategic analysts.
• Act as part of Evaluation Leadership team setting direction for the development of the function.
• Work with relevant control owners/teams to understand and identify areas for improvement on the identification of and recovery from information security threats and incidents.
Required Qualifications:
• Knowledge and experience with information security controls
• Strong data analysis
• Strong communication skills and relationship management
• Ambitious, disciplined, hardworking, resilient, and willing to learn
• Highly organized project management skills
• Threat intelligence knowledge
• Knowledge of the Bank of America or other critical infrastructure companies
• Business acumen
This job will be open and accepting applications for a minimum of seven days from the date it was posted.
1st shift (United States of America)
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This job is responsible for moderately complex activities supporting the assignment, sourcing, gathering, furnishing and movement of financial and client information and data. Key responsibilities include fund setup, client identification data, pricing, and cost basis reporting. A Job expectations include providing quality service and effective operations support for internal business partners and external clients.
Responsibilities:
Skills:
Required Skills:
Desired Skills:

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This job is responsible for providing advice and valuable financial solutions to complex Business Banking clients and prospects. Key responsibilities include serving as the primary point of contact/trusted advisor and acquiring, deepening, and maintaining profitable relationships, collaborating with teammates and facilitating client relationships with Product Specialists. Job expectations include having knowledge of the bank's products and services in order to identify cross-selling opportunities and increase overall client satisfaction.
Responsibilities:
Manages an extensive portfolio of complex clients and prospects with annual revenues of $20-50 million and helps companies save, borrow, and invest for their current and future needs
Acquires, deepens, and maintains profitable client relationships through sales, prospecting and enhancing existing relationships
Understands and interprets financial and cash flow statements to assess and analyze financial conditions of companies and industry trends
Collaborates with local market stakeholders and teammates throughout the bank, including Investment Banking, Foreign Exchange, and Wealth Management and facilitates client relationships with Product Specialists in Credit, Treasury Management, and Merchant Services in order to design and deliver financial solutions to clients and prospects
Leads and facilitates dialogue with a variety of complex clients and prospects regarding topics such as the client and prospect industry, alternative capital structures, and general business issues
Coaches and mentors peers, while utilizing leadership skills
Adapts to changes in sales practices and broader market and industry conditions as needed
Required Qualifications:
5+ years experience in commercial lending, business development, commercial credit and portfolio management in business banking or middle market sector required
Management of an extensive portfolio of clients with annual revenues of $20-$50 million
Proven track record of sales, prospecting new business and enhancing existing relationships
Ability to understand and interpret financial statements and cash flow analysis to assess and analyze financial conditions of companies and industry trends
Desired Qualifications:
Bachelor’s degree in Business, Finance or Economics preferred or equivalent relevant work experience
Skills:
Business Development
Client Experience Branding
Client Management
Client Solutions Advisory
Relationship Building
Account Management
Financial Analysis
Leadership Development
Loan Structuring
Referral Identification
Credit Documentation Requirements
Pipeline Management
Referral Management
Regulatory Compliance
Risk Management
High School Diploma / GED / Secondary School or equivalent
1st shift (United States of America)
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Responsibilities:
Manages the end-to-end client journey to deliver on client needs and drive sales opportunities while mitigating risk
Identifies and refers specialized small business opportunities and solutions to clients while conducting small business relationship reviews
Delivers a branded customer experience within aligned sales portfolios by being in the field a minimum of 80% of the time
Fosters relationships with key partners such as Merchant, Practice Solutions, Treasury, and Business Banking to increase small business opportunities
Leverages knowledge of credit to advise small business owners on solutions, services, and digital capabilities that help them meet their short and long-term business goals
Supports execution of the sales delivery model to achieve targeted performance and growth of the bank's Small Business segment
Coaches, develops, guides, and delivers feedback to associates and clients while embodying a client and employee-centric culture
:
The Business Banking Relationship Manager is an outside sales role and will require the incumbent to be in the field at least 80% of the time
Has proven success in consultative sales in financial services or in business-to-business sales
Ability to demonstrate examples of improving specific businesses financial outcomes by interpreting financial statements and recommending specific levers
Is passionate about outside sales and enjoys spending time prospecting
Wants to enhance existing relationships and exceed sales goals
Can analyze financial conditions of clients and industry trends
Can understand and interpret financial statements and cash flow analysis
Has excellent communication skills and demonstrated leadership ability
Enjoys partnering and negotiating with a team of bank employees to solve client issues
Demonstrated management of a client portfolio with focus on relationship development and deepening
Thorough knowledge of small business financial products and services
Familiarity with CRM platforms and other banking systems
:
Community leadership
Strong computer skills with an ability to multitask in a demanding environment
Bachelor’s degree desired but not required
Skills:
Client Experience Branding
Client Management
Client Solutions Advisory
Customer and Client Focus
Pipeline Management
Credit Documentation Requirements
Financial Analysis
Oral Communications
Prioritization
Written Communications
Coaching
Interpret Relevant Laws, Rules, and Regulations
Prospecting
Risk Management

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This job is responsible for analyzing the day-to-day issues, researching, and providing resolution for various issues identified within a business unit. Key responsibilities include supporting defined procedures, routine analytics, and creating reports and completing exception processing.
Responsibilities:
Required Qualifications:
Desired Qualifications:
Skills:

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RESPONSIBILITIES:
Develop and enhance the quantitative methodologies for IPV and associated Fair Value and Prudent Valuation Adjustments.
Define Fair Value Hierarchy classification and justification, i.e. creating the framework for a given product, risk, or portfolio as appropriate.
Work closely with Traders, Market Risk, Model Risk Management, Front Office Quants, Product Controllers, and Senior Managers on Valuation related matters.
Communicate complex valuation matters to Senior Management, Auditors, and Regulators.
Leveraging expert knowledge of financial markets, products, and quantitative background to critically evaluate the IPV results and support resolution of IPV differences.
Support Front Office Model Governance through the review of model limitations and potential impact on Fair Value.
Utilize input of market parameters (swap rates, spreads, cap/floor and swaption vols, exchange-traded securities across different currencies) to ensure accurate derivatives portfolio valuation, including Greeks, mark-to-market (MTM), and PnL attribution.
Apply product knowledge of Interest Rate derivatives (Swaps, Swaptions, Bermudan Swaptions, CMS Swaps, CMS Cap/Floor) and market risk principles to assess valuation approaches and models.
Track global financial markets, analyze market movements, conduct monthly valuation analysis, and ensure accurate curve marking and trade reconciliation.
Utilize financial derivatives pricing models (Yield Curve Construction, SABR model) to evaluate model performance, calibrate to market data, and collaborate with model owners to address limitations.
Conduct independent valuation validation, develop Fair Value Hierarchy Classification, and ensure compliance with valuation uncertainty controls.
Implement Python-based automated solutions for valuation reports, fair value and liquidity valuation adjustments, and prudent valuation adjustments.
Remote work may be permitted within a commutable distance from the worksite.
REQUIRED SKILLS & EXPERIENCE:
Master's degree or equivalent in Finance, Mathematics, Statistics, Quantitative Finance, 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:
Utilizing input of market parameters (swap rates, spreads, cap/floor and swaption vols, exchange-traded securities across different currencies) to ensure accurate derivatives portfolio valuation, including Greeks, mark-to-market (MTM), and PnL attribution;
Applying product knowledge of Interest Rate derivatives (Swaps, Swaptions, Bermudan Swaptions, CMS Swaps, CMS Cap/Floor) and market risk principles to assess valuation approaches and models;
Tracking global financial markets, analyzing market movements, conducting monthly valuation analysis, and ensuring accurate curve marking and trade reconciliation;
Utilizing financial derivatives pricing models (Yield Curve Construction, SABR model) to evaluate model performance, calibrate to market data, and collaborate with model owners to address limitations;
Conducting independent valuation validation, developing Fair Value Hierarchy Classification, and ensuring compliance with valuation uncertainty controls; and,
Implementing Python-based automated solutions for valuation reports, fair value and liquidity valuation adjustments, and prudent valuation adjustments.
If interested apply online at or email your resume to and reference the job title of the role and requisition number.
1st shift (United States of America)These jobs might be a good fit