Bank Of America Vice President Quantitative Finance Analyst 

United States, North Carolina, Charlotte 

384175273

Responsibilities:

• Conduct independent testing and review of Fraud Risk, Credit Risk and Marketing models used in Consumer and Small Business banking.

• Being responsible for developing new or challenge models, analytic processes or systems approaches.

• Communicate issues identified through validations to relevant businesses and governance and control functions.

• Escalate model use breaches and remediation plans to relevant governance management and committees.

• Create documentation for all model validation related activities.

• Understand the purpose of the model, how it works, how well it performs, and what effective challenges are to the current model.

• Work cross-functionally to enforce processes and to integrate more effective model validation processes.

• Develop various advanced statistical, econometrics and time series models, using Python, R, Tableau and SAS.

• Maintain large consumer data sets with complex data architecture and writing efficient SQL queries to manipulate data including merging, cleaning and data mining through various of sources to feed in quantitative models.

• Build and test quantitative models by evaluating conceptual soundness, theoretical foundations, and quantitative methods.

• Document model development/testing insights and analytical risk findings via LaTeX and leveraging Git/Bitbucket to version control codes and documents.

• Monitor risk for various banking products such as transaction authorization, bustout and fraud management, high risk account management, balance transfer, and business campaign risk evaluation.

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

Required Skills & Experience:

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

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

• Must include 3 years of experience in each of the following:

• Developing various advanced statistical, econometrics and time series models, using Python, R, Tableau and SAS;

• Maintaining large consumer data sets with complex data architecture and writing efficient SQL queries to manipulate data including merging, cleaning and data mining through various of sources to feed in quantitative models;

• Building and testing quantitative models by evaluating conceptual soundness, theoretical foundations, and quantitative methods;

• Documenting model development/testing insights and analytical risk findings via LaTeX and leveraging Git/Bitbucket to version control codes and documents; and,

• Monitoring risk for various banking products such as transaction authorization, bustout and fraud management, high risk account management, balance transfer, and business campaign risk evaluation.

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)