Quantitative Finance Analyst

Job Description:

The Global Risk Analytics (GRA) team is seeking a Quantitative Finance Analyst to develop the GRA Information Framework and the associated GRA Management Information Portal.

Strong programming ability is required for this role. The code base is primarily JavaScript, so JavaScript experience would be beneficial, although the role would also be suitable for candidates with strong programming skills in other languages who are interested in extending their knowledge.

Global Risk Analytics is a sub-line of business within Global Risk Management (GRM). GRA is responsible for developing a consistent and coherent set of models and analytical tools for effective Risk and Capital measurement, management and reporting across Bank of America. In addition to model development, GRA conducts model implementation, data management, model execution and analysis, forecast administration, and model performance monitoring. The team drives innovation, process improvement and automation across all of these activities. The applicant will interact with a wide variety of stakeholders including model developers, operations and technology.

Main responsibilities for this role involve:

• Developing an information framework to support the decision making within GRA
• Integrating to multiple upstream systems via a variety of API standards
• Development of a ReactJS based front end for Management Information consumption
• Development of a NodeJS based back-end for information delivery
• Analyzing and combining data from multiple sources to provide useful information to downstream systems
• Defining and developing tooling to increase the operational efficiency of the model development process

Required Education, Skills, and Experience:

• Strong Programming skills, preferably JavaScript and Python
• Graduate degree in quantitative discipline (e.g. Computer Science, Mathematics, Economics, Engineering, Finance, Physics)
• Strong analytical and problem-solving skills
• Strong communication skills and ability to effectively communicate quantitative topics to technical and non-technical audiences
• Ability to Effectively present findings, data, and conclusions to influence senior leaders
• Ability to work in a large, complex organization, and influence various stakeholders and partners
• Strong team player able to seamlessly transition between contributing individually and collaborating on team projects;

Desired Skills and Experience:

• Experience with ReactJS, nodeJS, git
• Ability to extract, analyze, and merge data from disparate systems, and perform deep analysis
• Ability to see the broader picture and simplify unnecessarily complex processes
• Experience with data analytics tools (e.g., Alteryx, Tableau)
• Experience with LaTeX

Shift:

Hours Per Week: