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Drive Product strategy for Risk & PnL across Equities and define and document business opportunities to then pitch investment cases.
Document requirements and ensure product delivery aligns to user requirements.
Measure product baselines and define KPIs and target metrics with Sales Trading, Risk and Finance.
Explore industry, client and competitor trends to ensure product remains relevant and forward looking.
Ensure the ongoing delivery of critical Equities Risk & PnL products.
Influence and shape future investment and design decisions in conjunction with Equities management, market risk and business leads.
Utilize knowledge of tradable generation, pricing models, market dependencies and risk calculations to design, develop and roll out Risk and PnL applications for equity derivatives, swaps, and cash trading business globally.
Migrate businesses from legacy applications onto strategic stack, contributing to all phases from project management, strategic product development, stakeholder communication, and conducting post-migration activities.
Apply PnL calculation methodology and PnL attribution, including risk-based and revaluation-based PnL attribution to generate accurate PnL and PnL explain reports for all lines of equity trading business.
Develop enterprise-scale Risk and PnL calculation and reporting systems in Python, Java and/or C++.
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Master's degree or equivalent in Computer Science, Information Systems, Applied Physics, Mathematics or related; and
3 years of experience in the job offered or a related quantitative occupation.
Must include 3 years of experience in each of the following:
Utilizing knowledge of tradable generation, pricing models, market dependencies and risk calculations to design, develop and roll out Risk and PnL applications for equity derivatives, swaps, and cash trading business globally;
Migrating businesses from legacy applications onto strategic stack, contributing to all phases from project management, strategic product development, stakeholder communication, and conducting post-migration activities;
Applying PnL calculation methodology and PnL attribution, including risk-based and revaluation-based PnL attribution to generate accurate PnL and PnL explain reports for all lines of equity trading business; and,
Developing enterprisescale Risk and PnL calculation and reporting systems in Python, Java and/or C++.
If interested apply online at or email your resume to and reference the job title of the role and requisition number.
EMPLOYER:BofA Securities, Inc.
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