Bank Of America Credit Quantitative Finance Trading Strategist 

United Kingdom, England, London 

579144346

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