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Bank Of America Quantitative Finance Analyst United States, North Carolina, Charlotte 600239925
This job is responsible for conducting quantitative analytics and modeling projects for specific business units or risk types. Key responsibilities include developing new models, analytic processes, or systems approaches, creating technical documentation for related activities, and working with Technology staff in the design of systems to run models developed. Job expectations include having a broad knowledge of financial markets and products.
Responsibilities:
Performs end-to-end market risk stress testing including scenario design, scenario implementation, results consolidation, internal and external reporting, and analyzes stress scenario results to better understand key drivers
Supports the planning related to setting quantitative work priorities in line with the bank’s overall strategy and prioritization
Identifies continuous improvements through reviews of approval decisions on relevant model development or model validation tasks, critical feedback on technical documentation, and effective challenges on model development/validation
Supports model development and model risk management in respective focus areas to support business requirements and the enterprise's risk appetite
Supports the methodological, analytical, and technical guidance to effectively challenge and influence the strategic direction and tactical approaches of development/validation projects and identify areas of potential risk
Works closely with model stakeholders and senior management with regard to communication of submission and validation outcomes
Performs statistical analysis on large datasets and interprets results using both qualitative and quantitative approaches
Required Qualifications:
Master’s degree in related field or equivalent work experience
Minimum of 3 years of experience with technical or quantitative projects in the financial services industry
Experience in programming in R or Python, with a special focus on time series modeling to support running econometric models
Strong analytical, critical thinking and problem solving skills to lead or facilitate discussions across various levels of stakeholders/support partners to drive adoption of new technologies
Ability to manage multiple projects at the same team and influence decision-making across an array of stakeholders
DesiredQualifications:
Experience in programming in R or Python, with a special focus on time series modeling to support running econometric models
Ability to develop scripts/code to automate reports and produce dynamic visual analytics
Experience in performing CCAR Stress Testing and utilizing methodologies to project revenue and balance sheet through models/qualitative approaches
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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