Bank Of America Associate/VP Systematic Risk Trading Strategist Global Equities 

United States, New York, New York 

565723204

Responsibilities include:

• Develop and test Straight-Through-Processing for equity derivatives, including automation of manual workflow performed by sales & trading.
• Improve fitting methodologies and models used to price equities products.
• Enhance backtesting logic of derivatives quotes and simulations of trading strategies;
• Develop and maintain tools to inform pricing, hedging and trading decisions, including application of filters & conditions based on derived analytics;
• Liaise regularly within trading to understand requirements and iterate on existing infrastructure;
• Data mining across potentially large sets across equity derivatives and cash products to understand and predict market and client behaviours;
• Generation of signals based on above data and analytics.

Requirements

• Academic background at undergraduate or graduate level in a quantitative subject (Physics, Engineering, Statistics, Mathematics, Computer Science or other analytical background);
• Strong programming skills in Python, C++ and/or q/kdb.
• Good problem-solving skills and pragmatic approach;
• Good interpersonal skills with the ability to present complex ideas clearly;
• Previous experience of derivatives product and market structure strongly desired, but not a pre-requisite.
• Experience of implementing and managing production systems and knowledge of underlying infrastructures beneficial.

1st shift (United States of America)