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Bank Of America Sr Quantitative Finance Analyst - Developer United States, Illinois, Chicago 659026517
Role Description:As aSr. Quant Finance Analyst – Quantitative developer, your primary
• Process Automation: improving efficiency and reducing operational risk.
• Full Revaluation VaR: providing support and in-depth analysis for the Full Revaluation VaR and FRTB IMA programs.
• Strategic Risk Platform: advising and collaborating with teams across the wider organization to centralize and better manage risk models and data
The team focuses on developing and testing new models/ systems, so a pro-active, innovative approach is key. Further, you will often be asked to bring your technical expertise to other projects, requiring strong collaboration and communication skills.
Responsibilities:As aSr. Quant Finance Analyst – Quantitative developer, your responsibilities within the team will be to:
• Perform detailed design and lead development of a market risk system focused on model analysis.
• Work at the interface of Technology and Risk Quants
• Collaborate with a broad number of stakeholders across the Bank.
• Develop and maintain quantitative risk models.
• Clearly communicate outcomes to stakeholders and senior management
• Improve efficiency and reduce operational risk across projects.
• Take ownership of systems and changes
• Deliver in-line with the team’s priorities, GRA’s strategy and stakeholder’s requirements.
• Bachelor’s degree or equivalent with a quantitative emphasis in areas such as mathematics, engineering, or computer science (Master's preferred)
• Tracking records and ability to design, lead and develop complex systems.
• Proven programming ability in Python or a similar object-oriented programming language
• Prior financial experience, preferably within a large investment bank
• Strong communication skills and ability to work in a collaborative environment.
• Self-motivated, pro-active and an able to run with issues.
• Strong attention to detail, intellectual curiosity, and commitment to excellence.
• A team player who can work with colleagues with different experience and backgrounds.
• Python programming experience at a large, multi-national bank, using platforms such as Quartz, Athena, SecDb, etc.
• Experience with large dataset tools incl. relational databases, SQL and Tableau
• Experience developing, testing, or maintaining Risk models such as VaR, FRTB or CCAR
• Familiarity with pricing models
- Minimum Education Requirement: bachelor's degree in related field or equivalent work experience
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