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Bank Of America Quantitative Finance Analyst United States, New Jersey, Jersey City 443996313
Job Description:
Job Description:
Working closely with the Risk Methodology, Line of Business Risk Managers and Technology teams, the candidate will provide support for the production of market risk and counterparty risk models. With a good working knowledge of market risk infrastructure, data flows and market risk and counterparty risk models, the candidate will be expected to play a significant role in the process design and risk system requirements, ensuring the completeness and accuracy of all market risk models.
The candidate will liaise with Line of Business Risk Managers to provide quantitative risk implications of regulatory changes, new product development etc. and enhance market risk models to reflect changes in the business environment. The role requires a flexible approach that can deal with problems that require pragmatic solutions and innovative thinking.
A good understanding of the key risk drivers at product, business and firm-wide levels is required. The ability to communicate to Line of Business Risk Managers potential risks is required.
Proactively monitor and remediate any market risk and counterparty risk issues that is used in production risk measurement and reporting.
Ensure the completeness, validity, and accuracy of on a regular basis.
Work with business data users to define the use of data within various risk systems.
Work closely with technology to ensure the timely and accurate data processing and test, implement and roll out effective processes and system controls.
Work with other groups as needed, including Counterparty Reporting, Enterprise Stress Testing and various Technology groups to ensure effective controls over market data for Global Markets.
Master’s degree in related field or equivalent work experience
Required Qualifications:
At least two year’s work experience in Finance with a strong preference for candidates with a Market Risk or Counterparty Risk background.
A thorough understanding of Market Risk or Counterparty Risk models including Value at Risk, Stress Test models related economic capital regulations is required.
A demonstrated track record in process execution, process control and process re-engineering in the Market Risk or Counterparty Risk realms is required.
A detailed understanding of the mathematical principles underlier these risk models and how these principles are implemented and controlled in large scale risk systems is highly desirable.
A broad knowledge of equity and fixed income financial products including, FX, interest rate and credit products.
Advanced desktop technology skills such as Excel and PowerPoint is a must.
Experience in quantitative computer programming (VBA, SQL, Python) a plus.
Excellent verbal and written communication skills, including well-developed presentation skills.
Skills:
Critical Thinking
Quantitative Development
Risk Analytics
Risk Modeling
Technical Documentation
Adaptability
Collaboration
Problem Solving
Risk Management
Test Engineering
Data Modeling
Data and Trend Analysis
Process Performance Measurement
Research
Written Communications
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