Bank Of America Quantitative Finance Analyst 

India, Maharashtra, Mumbai 

670170141

Responsibilities

• Execute quarterly and monthly RNiV calculations, across all legal entities, covering the end-to-end process from data sourcing through to sign-off
• Identify, analyze and monitor risk factor drivers of results in order to explain results to business partners
• Engage with Risk Managers to prepare change commentary and perform ad-hoc analysis to support market risk management across the bank
• Create and maintain documentation for all activities in the RNiV execution process
• Understand the core methodology of the calculations and the context in which it will be deployed to identify opportunities for process or methodology improvement
• Develop, debug and maintain Python code used to automate the ongoing production process and model executions

Requirements:

• Education : Degree in Finance, Math, Economics, Physics / Engineering
• Experience Range: 9 to 12 years

Foundational skills*

• Analytical background (Finance, Math, Economics, Physics, Engineering degree), with strong attention to detail
• Experience of working in Market Risk and understanding of Market Risk RNIV and Capital Models
• Good written and oral communication, interpersonal and organizational skills, and ability to build and maintain relationships with personnel across areas and regions
• Understanding of the financial industry including clear expectations of the required regulatory environment
• Broad financial product knowledge
• Experience in data analysis, with excellent research and analytical skills

Desired Skills:

• Proficiency in programming languages such as SQL, Python, or R

Work Location: Mumbai ,Hyderabad, Gandhinagar

Work Timings: 11am to 8pm IST