

Equity Derivatives Quant, Vice President
Vice President
Responsibilities
Working on a wide range of projects including improving our fundamental pricing models
Developing tools to help identifying trading opportunities and improve the risk management of the books
Enhancing complex autopricing algorithms used be the firm
Skills
Candidates educated at Master or PhD level in a STEM subject.
2 to 10 years in a quant role in derivatives preferably in Equity Derivatives, with both a theoretical and practical understanding of Local Volatility, Stochastic Volatility, Correlation, Dividend modelling
Theoretical and practical understanding of numerical methods, including Finite Difference method for PDEs, Bermudan Monte-Carlo
Products expertise desirable in Equity autocallables, issuer callables, volatility target and variance derivatives
Experience of implementing models and analytics in C++ and Python in a production quantitative library
Proven track record of delivering robust, scalable and rigorously tested implementations in a dynamic environment
Excellent written and oral communication skills.
We strive to ensure that our recruitment processes are accessible for all candidates and encourage any candidates to tell us about any adjustment requirements.
משרות נוספות שיכולות לעניין אותך

Equity Derivatives Quant, Vice President
Vice President
Responsibilities
Working on a wide range of projects including improving our fundamental pricing models
Developing tools to help identifying trading opportunities and improve the risk management of the books
Enhancing complex autopricing algorithms used be the firm
Skills
Candidates educated at Master or PhD level in a STEM subject.
2 to 10 years in a quant role in derivatives preferably in Equity Derivatives, with both a theoretical and practical understanding of Local Volatility, Stochastic Volatility, Correlation, Dividend modelling
Theoretical and practical understanding of numerical methods, including Finite Difference method for PDEs, Bermudan Monte-Carlo
Products expertise desirable in Equity autocallables, issuer callables, volatility target and variance derivatives
Experience of implementing models and analytics in C++ and Python in a production quantitative library
Proven track record of delivering robust, scalable and rigorously tested implementations in a dynamic environment
Excellent written and oral communication skills.
We strive to ensure that our recruitment processes are accessible for all candidates and encourage any candidates to tell us about any adjustment requirements.
משרות נוספות שיכולות לעניין אותך

Job Description:
As an Experience Design Strategist, you will hold a pivotal position within our organization, reporting directly to the Director – Experience Design.
Description
•Help foster transparency and shared understanding across stakeholder groups through structured communication and documentation.
Requirements
To thrive in this role, you should possess the following qualifications and skills:
•Understanding of platform development strategies and large-scale program delivery is a strong advantage.
As an Experience Design Strategist, you will hold a pivotal position within our organization, reporting directly to the Director – Experience Design.
Description
•Help foster transparency and shared understanding across stakeholder groups through structured communication and documentation.
Requirements
To thrive in this role, you should possess the following qualifications and skills:
•Understanding of platform development strategies and large-scale program delivery is a strong advantage.
If you’re interested in a specific career path or are looking to build certain skills, we want to help you succeed. You’ll have regular career, development, and performance conversations with your manager, as well as access to an online learning platform and a variety of mentoring programs to help you unlock future opportunities. Whether you have a passion for helping customers and want to expand your experience, or you want to coach and inspire your colleagues, there are many different career paths within our organization at TD – and we’re committed to helping you identify opportunities that support your goals.
We will provide training and onboarding sessions to ensure that you’ve got everything you need to succeed in your new role.
משרות נוספות שיכולות לעניין אותך

Responsibilities:
• Develop and maintain desk tools in Python/ analytics library in C++
• Support the trading desk with use of existing models, developing new strategies
• Analysis of large data sets and distilling the information contained within
• Developing hedging strategies and backtesting their performance
• Work closely with partners from other desks, e.g. XVA
• Work closely with the technology team in order to deliver the analytics as well as improve performance where necessary
• A good degree in a highly numerate discipline
• Experience in both Python and C++ is highly desirable. As a minimum experience with object orientated programming and previous experience in either Python or C++ is required.
• Knowledge of working within a structured software development environment. Use of source code control systems, continuous integration environments, testing, release processes, etc.
• Rigorous problem solving skills
Skills that will help:
Knowledge of bond and credit derivative products
Understanding of derivatives pricing models and experience with large dataset analysis is desirable
משרות נוספות שיכולות לעניין אותך

Job Description:
Job Description:
The Capital and Funding team is responsible for understanding, advising on, and optimizing the capital and funding requirements of Bank of America both at the top of the house and at the legal entity level. This understanding has to span the existing regulatory framework such as Basel 3 RWA under both advanced and standardized approaches and the liquidity coverage ratio (LCR), as well as pending regulations including the fundamental review of the trading book (FRTB) and net stable funding requirement (NSFR). This requires the ability to read and understand regulation and how it applies to the business as well as how to interrogate trade data to understand impacts to the business.
Role in the Global Markets Capital and Funding team. Be responsible for working with the product trading lines of business to efficiently deploy scarce financial resources and to help develop appropriate trading strategies. This is to enable our clients to buy and sell financial products, raise funding and manage risk.
Advise senior management about the current state of the financial resource and/or capital and funding related regulatory environment
Responsibility for analysing and presenting to management the allocation and drivers of capital, balance sheet and liquidity utilization
Drive firm wide initiatives to improve financial metric reporting and optimization
Developing and implementing financial resource management strategy to achieve revenue goals
Advise business on financial resource and/or regulatory impact of specific transactions
Review model logic to ensure assumptions reflect market dynamics
Providing peer analysis, market colour and generating optimization ideas
Required Skills
Excellent analytical, quantitative and problem-solving skills are required
Technical skills to digest large data sets and deliver a concise story
Previous experience with the firm’s risk and booking systems is preferable
Good critical reading skills in order to digest regulation and understand business impact
Attention to detail in reviewing calculator and model logic
Ability to speak with senior trading staff about complex topics
Demonstrate previous experience managing projects and governance routines
Anticipating the financial resource requirement of trading businesses
משרות נוספות שיכולות לעניין אותך

Equity Derivatives Quant, Vice President
Vice President
Responsibilities
Working on a wide range of projects including improving our fundamental pricing models
Developing tools to help identifying trading opportunities and improve the risk management of the books
Enhancing complex autopricing algorithms used be the firm
Skills
Candidates educated at Master or PhD level in a STEM subject.
2 to 10 years in a quant role in derivatives preferably in Equity Derivatives, with both a theoretical and practical understanding of Local Volatility, Stochastic Volatility, Correlation, Dividend modelling
Theoretical and practical understanding of numerical methods, including Finite Difference method for PDEs, Bermudan Monte-Carlo
Products expertise desirable in Equity autocallables, issuer callables, volatility target and variance derivatives
Experience of implementing models and analytics in C++ and Python in a production quantitative library
Proven track record of delivering robust, scalable and rigorously tested implementations in a dynamic environment
Excellent written and oral communication skills.
We strive to ensure that our recruitment processes are accessible for all candidates and encourage any candidates to tell us about any adjustment requirements.
משרות נוספות שיכולות לעניין אותך