The Strategic and Asset Liability Management Group within Bank of America is seeking a quantitative analyst to join our Quantitative Finance (QF) team. QF is staffed by quantitative analysts that apply an extensive set of quantitative methods for effective asset liability management at Bank of America. Methods include but are not limited to behavioral and forecasting models for all loan and deposit products for the banks $2 Trillion balance sheet along with pricing and valuation tools for the banks traded discretionary portfolio. Key decision making activities supported by the QF team include Market Execution for discretionary portfolio and global funding, Interest Rate Risk Management, Balance Sheet Management, Liquidity Management, and associated CCAR processes.
This role will provide an opportunity to learn the QF analytical platform as well as advanced model development techniques. The candidate will join the Quantitative Finance team and will be responsible for model development, testing, and documentation.
This is not an application developer or programming role. The emphasis is on data analysis, interpretation, quantitative modeling and creative problem-solving abilities applied to drive business results.
Shift:1st shift (United States of America)
Hours Per Week:40
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