Bank Of America Assistant Vice President Quantitative Investment Analyst 

United States, New York, New York 

285904339

:

• Deliver goals-based investment and wealth management solutions by developing and maintaining robust frameworks, services and tools, quantitative asset allocation and portfolio construction, with analytical tools of Python (NumPy, SciPy, pandas).

• Monitor discretionary single asset and multi asset portfolios with tools such as Factset, Risk Metrics, Bloomberg and Morningstar Direct.

• Design robust and innovative quantitative investment strategies, rules-based model portfolios and validated analytical models scale leveraging statistics and data science techniques such as machine learning to help clients achieve their financial goals across GWIM channels (Merrill, Edge, Institutional, Private Bank, Retirement & Personal Wealth Services).

• Conduct quantitative analytics on models and portfolios performance leveraging mathematical and innovative problem-solving skills with demonstrable interest in prototyping and delivering proof of concept while evaluating alternative solutions.

• Communicate and give presentations in an audience-appropriate manner with the ability to translate complex quantitative concepts into common-sense terms and thinking.

• Perform quantitative modeling and analytics, including optimization, probability, statistics, econometrics, applied mathematics, machine learning, and differential equations and Copula theory.

• Design and develop high-quality code and tools in Matlab, Python (NumPy, SciPy, and Pandas), and R to automate data extraction, processing, and data-driven decision-making.

• Leverage classical statistical methods and advanced machine learning approaches of tree-based models, lasso regression, and principal component analysis to process complex data in real-time environments.

• Work extensively with large datasets and integrating multiple data sources to generate data science solutions and actionable business insights.

:

• Master's degree or equivalent in Finance, Statistics, Mathematics, or related: and

• 2 years of experience in the job offered or a related Quantitative occupation.

• Must include 2 years of experience in each of the following:

• Performing quantitative modeling and analytics, including optimization, probability, statistics, econometrics, applied mathematics, machine learning, and differential equations and Copula theory;

• Designing and developing high-quality code and tools in Matlab, Python (NumPy, SciPy, and Pandas), and R to automate data extraction, processing, and data-driven decision-making;

• Leveraging classical statistical methods and advanced machine learning approaches of tree-based models, lasso regression, and principal component analysis to process complex data in real-time environments; and,

• Working extensively with large datasets and integrating multiple data sources to generate data science solutions and actionable business insights.

If interested apply online at or email your resume to and reference the job title of the role and requisition number.

EMPLOYER:Merrill Lynch

1st shift (United States of America)