Bank Of America Sr Quantitative Finance Analyst 

United States, New York, New York 

695664430

Job Description:

Job Description:

The position will be responsible for:
- Performing independent model validation, annual model review, ongoing monitoring report review, required action item review, and peer review.
- Conducting governance activities such as model identification, model approval and breach remediation reviews.
- Providing hands-on leadership for projects pertaining to liquidity risk modeling approaches to effectively challenge and influence the strategic direction and tactical approaches of these projects.- Writing technical reports for distribution and presentation to model developers, senior management, audit, and banking regulators.
- Acts as a senior level resource or resident expert on analytic/quantitative modeling techniques used for liquidity risk management.

Master’s degree in related field or equivalent work experience

Required Qualifications:

- Masters in finance or economics with demonstrated quantitative skills.
- FRM and CFA certifications preferred.
- Knowledge and 5+ years of experience in building and understanding of liquidity risk management models.
- Strong familiarity with the industry practices in the field and knowledge of up-to-date liquidity risk management.
-Excellent written and oral communication skills with stakeholders of varying analytic skill and knowledge levels.

1st shift (United States of America)