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Bank Of America Sr Quantitative Finance Analyst - Liquidity Model Validation United States, North Carolina, Charlotte 914955838
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Job Description:
Job Description:
Enterprise Model Risk Management seeks a Senior Quantitative Finance Analyst – Liquidity Risk to conduct independent testing and review of complex models used to monitor and mitigate liquidity and funding risks in the Bank. Responsible for compliance with Enhanced Prudential Standards and other regulatory guidelines, the candidate will work on models related to both banking and trading businesses of Bank of America. The candidate should exhibit familiarity with industry practices and have up-to-date knowledge of liquidity risk management. The candidate should be able to provide both thought leadership and hands-on expertise in methodology, techniques, and processes in applying mathematical approaches to manage the bank’s liquidity risk models and model systems.
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.
Skills:
Critical Thinking
Quantitative Development
Risk Analytics
Risk Modeling
Technical Documentation
Adaptability
Collaboration
Problem Solving
Risk Management
Test Engineering
Data Modeling
Data and Trend Analysis
Process Performance Measurement
Research
Written Communications
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