Bank Of America Vice President Rates & Currencies Solutions 

United States, New York, New York 

313317165

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• Provide interest rate and currency risk management advice to large cap clients in the Industrials sector, including considerations for derivative hedge accounting treatment.

• Perform comprehensive in-depth financial research on companies, sectors, new issue market, general market conditions and trade ideas.

• Prepare client pitch materials, fixed / floating capital structure analysis, and value-at-risk analysis via various analytical methods, including Monte-Carlo Simulation.

• Enhance client relationships through in-person meetings, market updates, client events.

• Collaborate with teams across the entire Bank of America platform to enhance the overall client dialogue and partner on strategic opportunities around M&A, divestitures and financings.

• Perform comprehensive value-at-risk, efficient frontier, and Monte-Carlo simulation analysis, using implied volatility metrics for both interest rate and foreign exchange, in order to identify exposures and optimize capital structures through interest rate derivative solutions.

• Prepare recommendations on timing, size and structure of interest rate derivative transactions, and ensure compliance with the latest derivative hedge accounting guidelines, for US corporate clients in the Industrials sector.

• Create and present bespoke client materials, approval memos, and marketing documents, as well as help corporate clients prepare board presentations.

• Pitch and execute interest rate derivative transactions for large cap corporates, including products such as single-currency swaps, option and collar structures, cross-currency swaps, and other bespoke complex derivative trades.

• Develop and establish client relationships (mostly at Treasurer and CFO level) by originating new risk management solutions and advising on global market, economic data, and liquidity considerations.

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• Bachelor’s degree or equivalent in Business Administration, Finance, Economics or related; and

• 5 years of progressively responsible experience in the job offered or a related finance occupation.

• Performing comprehensive value-at-risk, efficient frontier, and Monte-Carlo simulation analysis, using implied volatility metrics for both interest rate and foreign exchange, in order to identify exposures and optimize capital structures through interest rate derivative solutions;

• Preparing recommendations on timing, size and structure of interest rate derivative transactions, and ensuring compliance with the latest derivative hedge accounting guidelines, for US corporate clients in the Industrials sector;

• Creating and presenting bespoke client materials, approval memos, and marketing documents, as well as helping corporate clients prepare board presentations;

• Pitching and executing interest rate derivative transactions for large cap corporates, including products such as single-currency swaps, option and collar structures, cross-currency swaps, and other bespoke complex derivative trades; and,

• Developing and establishing client relationships (mostly at Treasurer and CFO level) by originating new risk management solutions and advising on global market, economic data, and liquidity considerations.

• Up to 25% domestic travel, as necessary.

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

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1st shift (United States of America)