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Responsibilities Required Skills & Experience
Perform enhancement of pricing and risk models to incorporate new market or products features.
Conduct quantitative analysis of the current markets, trends and trading strategies.
Investigate and improve high-frequency algorithmic trading strategies.
Work with front office technology teams to integrate models into the trading and risk systems.
Perform work required to support regulatory and compliance requirements (including Comprehensive Capital Analysis and Review).
Develop Front Office Trading Risk and PnL Systems to help FICC trading desks more effectively manage intraday and end of day risks.
Use Python programming, object-oriented paradigms, and implementations of Financial Models for use in risk, pricing, and PnL attribution.
Develop high-reliability distributed computing processing systems using Python to calculate large volume trades risks and PL.
Analyze quantitative risk and pricing metrics of fixed income interest rate products including Swaps, Bonds, and Futures.
Apply statistical analysis to provide portfolio hedging suggestions.
Remote work may be permitted within a commutable distance from the worksite.
Required Skills & Experience
Master's degree or equivalent in Financial Engineering, Statistics, Mathematics, or related; and
2 years of experience in the job offered or a related financial occupation.
Must include 2 years of experience in each of the following:
Developing Front Office Trading Risk and PnL Systems to help FICC trading desks more effectively manage intraday and end of day risks;
Using Python programming, object-oriented paradigms, and implementations of Financial Models for use in risk, pricing, and PnL attribution;
Developing high-reliability distributed computing processing systems using Python to calculate large volume trades risks and PL;
Analyzing quantitative risk and pricing metrics of fixed income interest rate products including Swaps, Bonds, and Futures; and,
Apply statistical analysis to provide portfolio hedging suggestions.
If interested apply online ator email your resume toand reference the job title of the role and requisition number.
BofA Securities, Inc.
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