Bank Of America Credit Quant Analyst Associate/Vice President 

United Kingdom, England, City of Westminster 

873133337

Job Description:

The individual will be part of the Global Credit Quantitative Strategies Group, with members in London, NY and Chicago, supporting the Credit desks across the Global Markets franchise: AMRS, EMEA, APAC, EM as well as credit product trading across other desks within Global Markets (Mortgages, Rates, XVA)

The Role:

The individual will work closely with the trading desk to develop tools to maximize trader efficiency.

Responsibilities:

• Develop and maintain desk tools in Python
• Develop the analytics library in C++
• Support the trading desk with use of existing models, developing new strategies
• Analysis of large data sets and distilling the information contained within
• Developing hedging strategies and back testing their performance
• Work closely with partners from other desks, XVA
• Work closely with the technology team in order to deliver the analytics as well as improve performance where necessary

What we are looking for:

• A degree in a highly numerate discipline
• Experienced in both Python and C++ is highly desirable. As a minimum experience with object-orientated programming and previous experience in either Python or C++ is required.
• Knowledge of working within a structured software development environment. Use of source code-control systems, continuous integration environments, testing, release processes, Rigorous problem-solving skills.

Skills that will help:

• Knowledge of bond and credit derivative products, understanding of derivatives pricing models. Experience with large dataset analysis is desirable.