Bank Of America Vice President Quantitative Finance Analyst 

United States, New Jersey, Jersey City 

390770813

Responsibilities

• Conduct model performance testing, monitoring and data quality assessment.

• Undertake analytical research on model outcome and testing results, and model performance.

• Conduct ongoing model performance monitoring including sensitivity testing, back-testing, benchmarking, portfolio comparison and root-cause analysis.

• Create effective interactive summary visualization dashboards in Tableau to foster self-serve analytics.

• Identify risks and improvements to existing processes and technology architecture.

• Communicate analytical and research results as part of ongoing engagement with key stakeholders, including the lines of business, risk managers, model validation, and technology.

• 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

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

• 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)