Bank Of America Equity Quant Developer Vice President 

United Kingdom, England, City of Westminster 

919459826

Job Description:

As a member of this team you will be interacting directly with the business and with quants from our organisation across the globe.

Role Description:

As a quant developer in the equity derivative team your responsibilities will encompass a wide spectrum of projects and environment. From the model development, optimisation and maintenance in C++ to the extension and maintenance of our python stack surrounding risk calculation and instrument creation.

Responsibilities:

• Work on our core C++/CUDA library architecture.

• Build high performance MC and PDE model implementations.

• Build tools to understand and optimise usage of our large compute grid.

• Develop and enhance scripted payoff compiler using LLVM.

• Deploy risk engine efficiently in python based technology applications.

• Build out and enhance profit and loss explanation tools.

• Conduct risk report development using python risk stack.

What We Are Looking For:

• Languages: C++ (required). Python, CUDA (preferred).

• Desirable Skills: Performance Profiling, CPU and GPU architecture, Linux, LLVM (preferred)

• Experience: Financial maths and derivatives pricing (optional), Large C++ codebase development (preferred).

• Education: A preference for a Computer Science education above a finance/maths background, although either is acceptable.

Benefits of working at Bank of America: 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.