Bank Of America Assistant Vice President Corp Inv Portfolio Analyst 

United States, New York, New York 

369861473

Responsibilities:

• Optimize portfolios to meet risk appetite, management objectives, regulatory constraints, balance sheet, and earnings goals.
• Interact with market participants through trade execution and meetings with external strategists and traders.
• Estimate risk premia and return distributions.
• Conduct scenario analysis of portfolio and prospective investments.
• Generate proposals for portfolio rebalancing.
• Understand the impact of various investment strategies on Enterprise Risk Management measures and limits.
• Partner with Quantitative Finance (“QF”) and Balance Sheet Management (“BSM”) to enable best-practice NII and OCI modeling techniques.
• Comply with and complete enterprise, Treasury, and regulatory oversight routines.
• Maintain horizontal relationships with BSM and additional internal business partners such as Enterprise Capital Management (“ECM”), Global Liquidity Management (“GLM”), Strategic Asset Liability Management (""SALM""), and Compliance.
• Recognize impacts of different products on various hedge accounting strategies.
• Leverage knowledge of interest rate markets, and pricing and risk management of interest rate derivatives in the context of enterprise risk hedging.
• Perform financial and statistical analysis by utilizing Excel spreadsheets and Bloomberg, and producing presentation materials to communicate findings.
• Perform financial transaction execution activities to manage interest rate risk.
• Collaborate with partner teams to ensure the timely completion of required documentation prior to transaction execution.
• Remote work may be permitted within a commutable distance from the worksite.

Required Skills & Experience:

• Master's degree or equivalent in Finance, Mathematics, Statistics, or related: and
• 3 years of experience in the job offered or a related Finance occupation.
• Must Include 3 years of experience in each of the following:
• Leveraging knowledge of interest rate markets, and pricing and risk management of interest rate derivatives in the context of enterprise risk hedging;
• Performing financial and statistical analysis by utilizing Excel spreadsheets and Bloomberg, and producing presentation materials to communicate findings;
• Performing financial transaction execution activities to manage interest rate risk; and,
• Collaborating with partner teams to ensure the timely completion of required documentation prior to transaction execution.

If interested apply online ator email your resume toand reference the job title of the role and requisition number.