Bank Of America Vice President Quantitative Finance Analyst 

United States, Georgia, Atlanta 

938586824

Responsibilities

• Apply quantitative models and techniques in order to address and resolve concrete financial problems.

• Provide a micro and macro view of risk management in a particular line of business and for the bank as a whole.

• Apply quantitative credit analytics, risk management techniques, fixed income and derivative valuation to support various lines of business.

• Apply quantitative knowledge to specific financial challenges and projects specific to your business alignment.

• Implement mathematical and technological solutions to assess the data readiness for consumption by the loss forecasting model.

• Leverage technology, data and analytics to draw inferences and identifying broader themes across the enterprise.

• Utilize quantitative and programming knowledge to aid in the automation and reporting of financial data for internal stakeholders.

• Perform risk modeling, ongoing model performance monitoring and risk analysis using programming tools such as SQL, Python, and SAS.

• Leverage proficiency in CCAR, CECL, PD/LGD/EAD models, regression analysis, and regulatory risk guidelines to quantify credit risk exposure, facilitate effective risk mitigating strategies, and comply with regulatory requirements.

• Use advanced programing tools including SAS, SQL, and Python to extract, analyze, and merge data from disparate systems, and perform deep analysis.

• Maintain and enhance complex data architecture, including modeling and data science tools and libraries and data warehouses.

• Utilize data analytics and visualization tools including Tableau and Python to present analytical results and automate risk reporting processes.

• Remote work may be permitted within a commutable distance from the worksite.

Required Skills & Experience

• Bachelor’s degree or equivalent in Finance, Mathematics, Statistics, or related; and

• 4 years of experience in the job offered or a related quantitative occupation.

• Must include 4 year of experience in each of the following:

• Performing risk modeling, ongoing model performance monitoring and risk analysis using programming tools such as SQL, Python, and SAS;

• Leveraging proficiency in CCAR, CECL, PD/LGD/EAD models, regression analysis, and regulatory risk guidelines to quantify credit risk exposure, facilitate effective risk mitigating strategies, and comply with regulatory requirements;

• Using advanced programing tools including SAS, SQL, and Python to extract, analyze, and merge data from disparate systems, and perform deep analysis;

• Maintaining and enhancing complex data architecture, including modeling and data science tools and libraries and data warehouses; and,

• Utilizing data analytics and visualization tools including Tableau and Python to present analytical results and automate risk reporting processes.

If interested apply online ator email your resume toand reference the job title of the role and requisition number.

1st shift (United States of America)