Bank Of America AVP Bank Funding Trader 

United States, North Carolina, Charlotte 

857656735

Responsibilities

• Interact extensively with internal and external contacts to identify, research, analyze, and resolve complex problems and to develop, sell, or service significant revenue-generating products.

• Develop financial modeling tools for derivative products applying the theory and mathematics behind various models.

• Build out analytical and technical tools for validations of new models/methodology.

• Provide in-depth impact analysis and scenario analysis of quantitative measurements.

• Develop reporting of various risk metrics complied with business and regulatory requirements.

• Analyze and manage large, complex financial dataset with programming tools such as Python, SAS, SQL, and R.

• Develop and analyze statistical, optimization, and machine learning techniques such as regression, convex optimization, and classification tree to assess model diagnostic and model performance.

• Generate statistical analysis to support stress testing, credit risk management, and regulatory examinations.

• Utilize financial pricing model/library to assess derivatives, assets, and liability valuation.

Required Skills & Experience

• Master's degree or equivalent in Mathematical Finance, Management Science, Business Administration, Finance, Economics, or related; and

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

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

• Analyzing and managing large, complex financial dataset with programming tools such as Python, SAS, SQL, and R;

• Developing and analyzing statistical, optimization, and machine learning techniques such as regression, convex optimization, and classification tree to assess model diagnostic and model performance;

• Generating statistical analysis to support stress testing, credit risk management, and regulatory examinations; and,

• Utilizing financial pricing model/library to assess derivatives, assets, and liability valuation.

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)