Bank Of America Senior Quantitative Finance Analyst 

United Kingdom, England 

721212235

Job Description:

Job Title:Senior Quantitative Finance Analyst

Corporate Title:Up to Director

Join our bustling Bromley office, situated in one of London’s greenest boroughs. Here you’ll find plentiful and easy commuting routes, with central London just 15 minutes away by train.

Role Description:

This job is responsible for conducting quantitative analytics and complex modelling projects for specific business units or risk types. Key responsibilities include leading the development of new models, analytic processes, or system approaches, creating technical documentation for related activities, and working with Technology staff in the design of systems to run models developed. Job expectations may include the ability to influence strategic direction, as well as develop tactical plans.

Responsibilities:

• Support the EMEA MRO in regulatory projects like ICAAP and other EMEA related MRM regulatory projects

• Support the MLI MRSC forum

• Work in a team and collaborate with model developers and other validators to perform full scope and limited change validations.

• Review the developer’s ongoing monitoring reports and their submissions to required action items.

• Perform annual model reviews.

• Participate a in EMEA regulatory projects like ICAAP and coordinate/drive activities on behalf of MRM

• Act as the regional MRO delegate in MLI

What we are looking for:

• Advanced degree in a technical field such as mathematics, physics, statistics, financial mathematics, quantitative finance, computer science or engineering

• Excellent knowledge of financial, mathematical and statistical theories and practices

• Excellent programming skills, e.g., in Python

• Excellent written and oral communication

• Attention to detail, willingness to learn, excellent work ethic, team player

Skills that will help:

• Experience with market risk models such as VaR, IRC/CRM or FRTB; knowledge of market risk regulations

UK

• Private healthcare for you and your family plus an annual health screen to help you manage your physical wellness with the option to purchase a screen for your partner

• Competitive pension plan, life assurance and group income protection cover if you become unable to work as a result of a disability or health reasons

• 20 days of back-up childcare including access to school holiday clubs and 20 days of back-up adult care per annum

• The ability to change your core benefits as well as the option of selecting a variety of flexible benefits to suit your personal circumstances including access to a wellbeing account, travel insurance, critical illness etc.

• Access to an emotional wellbeing helpline, mental health first aiders and virtual GP services.

• Access to an Employee Assistance Program for confidential support and help for everyday matters

• Ability to donate to charities of your choice directly through payroll and the bank will match your contribution

• Opportunity to access our Arts & Culture corporate membership program and receive discounted entry to some of the UK’s most iconic cultural institutions and exhibitions.

• Opportunity to give back to your community, develop new skills and work with new groups of people by volunteering in your local community.

We strive to ensure that our recruitment processes are accessible for all candidates and encourage any candidates to tell us about any adjustment requirements.