Bank Of America VP Quant Strategist - Equity Derivatives 

United States, New York, New York 

145376623

This job is responsible for conducting quantitative analytics and modeling projects for specific business units or risk types. Key responsibilities include developing new models, analytic processes, or systems approaches, creating technical documentation for related activities, and working with Technology staff in the design of systems to run models developed. Job expectations include having a broad knowledge of financial markets and products.

This role is very technical in nature and requires in-depth knowledge of mathematical modeling, programming languages, and understanding of finance and derivatives. In this role you will

• Develop expert-level knowledge of Equity Derivatives business and product suites
• Gain experience working directly with different traders and solving their daily needs.
• Enhance existing models and help develop new ones. Work through the entire lifecycle of model and product development and software releases.
• Develop analytical tools and reports when such needs arise.

There will be opportunities of daily interaction with the trading desks as well as working closely with our Risk, Finance, Middle Office, and Technology partners.

Candidate Requirements:

• Quantitative capabilities and background inMathematics/Physics/ComputerScience/Engineering (up to MSc/PhD level)
• Strong knowledge and interests in finance. Experience working with different financial products and derivatives modeling preferred.
• Strong programming and technical skills. Proficiency of at least one programming language required, with experience in C/C++ and/or python preferred.
• Excellent verbal and written communication skills, as well as the ability to explain complex ideas in a simple and accessible manner.
• Curiosity to research different methodologies and explore new territories.
• Ability to multitask and work under pressure. Ability to work with different people and groups.

Master’s degree in related field or equivalent work experience

1st shift (United States of America)