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Quantitative Finance Analyst - Derivatives/Pricing Models

Jersey City, New Jersey

Job Description:

Bank of America is currently looking for a Senior Quantitative Finance Analyst to join our dynamic Model Risk Management department. You will be involved with the implementation, development and validation of Rates/FX models, reporting the Rates/FX asset class head.

As our Quantitative Finance Analyst your skills will ideally include:
o    Strong programming skills in C++
o    Strong finance or risk background with excellent quantitative skills, especially in stochastic processes
o    Proven experience with FX/Rates models and products
o    Exceptionally strong mathematical background
o    Excellent communication and interpersonal skills

Desirable:
o    Strong experience in derivatives pricing models
o    Previous experience of developing and testing models in Python
o    Highly numerical degree (MSc or PhD level) in Statistics, Applied Mathematics, Physics or Engineering

Job Band:

H5

Shift: 

1st shift (United States of America)

Hours Per Week:

40

Weekly Schedule:

Referral Bonus Amount:

0

Job Description:

Bank of America is currently looking for a Senior Quantitative Finance Analyst to join our dynamic Model Risk Management department. You will be involved with the implementation, development and validation of Rates/FX models, reporting the Rates/FX asset class head.

As our Quantitative Finance Analyst your skills will ideally include:
o    Strong programming skills in C++
o    Strong finance or risk background with excellent quantitative skills, especially in stochastic processes
o    Proven experience with FX/Rates models and products
o    Exceptionally strong mathematical background
o    Excellent communication and interpersonal skills

Desirable:
o    Strong experience in derivatives pricing models
o    Previous experience of developing and testing models in Python
o    Highly numerical degree (MSc or PhD level) in Statistics, Applied Mathematics, Physics or Engineering

Shift:

1st shift (United States of America)

Hours Per Week: 

40

Learn more about this role

Full time

JR-22025782

Band: H5

Manages People: No

Travel: No

Manager:

Talent Acquisition Contact:

Taylor Pitre

Referral Bonus:

0

Jersey City pay and benefits information

Jersey City pay range:

$80,000 - $130,000 annualized salary, offers to be determined based on experience, education and skill set.

Discretionary incentive eligible

This role is eligible to participate in the annual discretionary plan. Employees are eligible for an annual discretionary award based on their overall individual performance results and behaviors, the performance and contributions of their line of business and/or group; and the overall success of the Company.

Benefits

This role is currently benefits eligible. We provide industry-leading benefits, resources and support to our employees so they can make a genuine impact and contribute to the sustainable growth of our business and the communities we serve.

Street Address

Primary Location:
525 Washington Blvd, NJ, Jersey City, 07310