Bank Of America Vice President Quantitative Finance Analyst 

United States, New York, New York 

876969150

Responsibilities

• Assess conceptual foundations of a model, model specification, underlying assumptions, limitations, variable selection, underlying data, developmental evidence, documentation.

• Assess quality of model outputs through back testing against realized outcomes, benchmarking against alternative models and other relevant tests.

• Develop code to replicate results and conduct independent testing to verify accuracy of model implementation.

• Develop emerging risk assessments, analyzing credit risk scenarios, as well as modeling some of our key risk factors.

• Conduct research and analysis to provide a micro view of risk management in a particular business line and a macro view of risk management for the bank as a whole.

• Assess market trends and provide quantitative data for internal partners.

• Utilize advanced quantitative techniques and tools to perform statistical analysis, predictive modeling, generalized linear model and model performance evaluation.

• Analyze and evaluate large and complex economic and financial datasets with analytical tools of Python, SAS, SQL and R.

• Apply quantitative techniques, logistic regressions and error attribution analysis to practical business problems for large financial institutions.

• Utilize LaTeX to create full-length report of publication quality with minimum supervision.

• Use data visualization tools of PROC SGPLOT and SGPANEL to process and visualize large datasets in order to support model validation.

• Remote work may be permitted within a commutable distance from the worksite.

Required Skills & Experience

• Master's degree or equivalent in Finance, Mathematics, Economics, Statistics or related: and

• 2 years of experience in the job offered or a related Quantitative occupation.

• Must include 2 years of experience in each of the following:

• Utilizing advanced quantitative techniques and tools to perform statistical analysis, predictive modeling, generalized linear model and model performance evaluation;

• Analyzing and evaluating large and complex economic and financial datasets with analytical tools of Python, SAS, SQL and R;

• Applying quantitative techniques, logistic regressions and error attribution analysis to practical business problems for large financial institutions;

• Utilizing LaTeX to create full-length report of publication quality with minimum supervision; and,

• Using data visualization tools of PROC SGPLOT and SGPANEL to process and visualize large datasets in order to support model validation.

If interested apply online ator email your resume toand reference the job title of the role and requisition number.