Bank Of America Vice President Quantitative Finance Analyst 

United States, New Jersey, Jersey City 

182698109

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• Develop, document, and maintain risk and/or capital models and handling large datasets.

• Handle technical writing and verbal communication with ability to work under pressure and deliver work with tight deadlines.

• Work independently, multitasking and prioritizing work, developing and working on new ways of modelling.

• Utilize experience in the areas of credit risk modeling, operational risk modelling, loss forecasting, etc.

• Engage stakeholders and working with colleagues in other functions (business, risk and model validation).

• Apply statistical regressions, time-series analysis, optimization, stochastic calculus, and macroeconomic theory in quantitative forecasting models, complex analysis, and analytics automation.

• Utilize Python, R, SQL, VBA, Tableau, and Bloomberg to query datasets, create, develop and maintain quantitative forecasting models and analytical tools, implement complex analyses, and write unit, regression, and integration tests.

• Utilize Jira, Bitbucket/Git, CI/CD tools, Jenkins, Ansible Tower, SonarQube, and Agile software development methodologies to handle project deliverables and deliver high quality code for quantitative modelling and analytics.

• Apply knowledge of debt securities to assist on the production, analysis and continued enhancement of quantitative modeling, complex financial analytics, stress assumption development and implementation.

• Leverage LaTeX to generate technical model reports that describe the model methodology, input data, output results to satisfy stakeholders, internal model risk management teams and government regulators.

• Use knowledge in regulatory guidelines of CCAR, DFAST, CECL, ICAAP, and Dodd-Frank Act to understand the regulatory landscape and build quantitative models and analytical tools that are compliant with regulations and address them as completely as required.

• Remote work may be permitted within a commutable distance from the worksite.

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• Master's degree or equivalent in Statistics, Mathematics, Finance, Financial Engineering, 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:

• Applying statistical regressions, time-series analysis, optimization, stochastic calculus, and macroeconomic theory in quantitative forecasting models, complex analysis, and analytics automation;

• Utilizing Python, R, SQL, VBA, Tableau, and Bloomberg to query datasets, create, develop and maintain quantitative forecasting models and analytical tools, implement complex analyses, and write unit, regression, and integration tests;

• Utilizing Jira, Bitbucket/Git, CI/CD tools, Jenkins, Ansible Tower, SonarQube, and Agile software development methodologies to handle project deliverables and deliver high quality code for quantitative modelling and analytics;

• Applying knowledge of debt securities to assist on the production, analysis and continued enhancement of quantitative modeling, complex financial analytics, stress assumption development and implementation;

• Leveraging LaTeX to generate technical model reports that describe the model methodology, input data, output results to satisfy stakeholders, internal model risk management teams and government regulators; and,

• Using knowledge in regulatory guidelines of CCAR, DFAST, CECL, ICAAP, and Dodd-Frank Act to understand the regulatory landscape and build quantitative models and analytical tools that are compliant with regulations and address them as completely as required.

If interested apply online at or email your resume to and reference the job title of the role and requisition number.

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1st shift (United States of America)