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Bank Of America VP Quantitative Finance Analyst 
United States, North Carolina, Charlotte 
371148580

13.09.2024

Responsibilities:

  • Apply quantitative models and techniques in order to address and resolve concrete financial problems.

  • Perform balance sheet management, credit risk quantification, financial engineering, quantitative financial modeling, and risk review.

  • Develop emerging risk assessments, analyzing credit risk scenarios, as well as modeling some of our key risk factors.

  • Conduct research and analysis to provide a micro view of risk in a particular business line and a macro view of risk for the bank as a whole.

  • Assess market trends and providing quantitative data for internal partners.

  • Apply quantitative knowledge to specific financial challenges and projects specific to business alignment.

  • Implement solutions applying both qualitative and quantitative methods.

  • Analyze and assess large, complex financial dataset with programming tools such as SQL and R.

  • Develop and analyze statistical models such as linear regression, auto egression, or logistic regression to assess model diagnostic and model performance.

  • Generate statistical analysis to support stress testing, credit risk management, regulatory examinations.

  • Utilize econometric and Machine Learning modeling techniques to assess test results and improve model performance.

  • Assess model governance requirements and coordinating deliverables across a broader team to adhere to regulatory requirements.

Required Skills & Experience:

  • Master's degree or equivalent in Finance, Statistics, Mathematics, Financial Engineering, or related; and

  • 3 years of experience in the job offered or a related quantitative occupation.

  • Must include 3 years of experience in each of the following:

  • Analyzing and assessing large, complex financial dataset with programming tools such as SQL and R;

  • Developing and analyzing statistical models such as linear regression, auto regression, or logistic; egression to assess model diagnostic and model performance;

  • Generating statistical analysis to support stress testing, credit risk management, and regulatory examinations;

  • Utilizing econometric and Machine Learning modeling techniques to assess test results and improve model performance; and,

  • Assessing model governance requirements and coordinating deliverables across a broader team to adhere to regulatory requirements.

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

: $108,700- $127,500

1st shift (United States of America)