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Corporate Investment Senior Quantitative Finance Analyst

Charlotte, North Carolina;

Job Description:

The Strategic and Asset Liability Management Group within Bank of America is seeking a senior 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 lead junior quantitative analysts on model development, testing, and documentation.   

Required Skills and Experience:

  • Strong academic background in econometrics or statistics (M.S. or PhD in a STEM/ Economics field)

  • Strong skills/intuition in Economics and Finance

  • Strong attention to detail

  • Excellent communication skills

  • Ability to work well in a cooperative, time-sensitive, market-driven environment

  • Ability to manage multiple priorities with minimal supervision

  • Ability to work individually and with the group on complex problem solving; analytical skills, critical thinking with a strong desire to learn

  • Expertise in Statistical Programming Software R, SAS

Desired Skills and Experience:

  • 5 years minimum experience

  • Experience with financial markets, and banking

  • Places value on process automation with an eye for reproducibility of results

  • Experience working with Unix/Linux environment

  • Experience in one or more of the following languages: Python, SQL, Spark

  • This role may be filled as a Corporate Investment Senior Quantitative Finance Analyst or a Corporate Investment Quantitative Finance Analyst based on skills and experience

Job Band:

H4

Shift: 

1st shift (United States of America)

Hours Per Week:

40

Weekly Schedule:

Referral Bonus Amount:

0

Job Description:

The Strategic and Asset Liability Management Group within Bank of America is seeking a senior 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 lead junior quantitative analysts on model development, testing, and documentation.   

Required Skills and Experience:

  • Strong academic background in econometrics or statistics (M.S. or PhD in a STEM/ Economics field)

  • Strong skills/intuition in Economics and Finance

  • Strong attention to detail

  • Excellent communication skills

  • Ability to work well in a cooperative, time-sensitive, market-driven environment

  • Ability to manage multiple priorities with minimal supervision

  • Ability to work individually and with the group on complex problem solving; analytical skills, critical thinking with a strong desire to learn

  • Expertise in Statistical Programming Software R, SAS

Desired Skills and Experience:

  • 5 years minimum experience

  • Experience with financial markets, and banking

  • Places value on process automation with an eye for reproducibility of results

  • Experience working with Unix/Linux environment

  • Experience in one or more of the following languages: Python, SQL, Spark

  • This role may be filled as a Corporate Investment Senior Quantitative Finance Analyst or a Corporate Investment Quantitative Finance Analyst based on skills and experience

Shift:

1st shift (United States of America)

Hours Per Week: 

40

Learn more about this role

Full time

JR-21078468

Band: H4

Manages People: No

Travel: No

Manager:

Talent Acquisition Contact:

Davon Calloway

Referral Bonus:

0