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Up to VP, Quantitative Finance Analyst, Global Quants

Tokyo, , Japan

Job Description:

About Bank of America

Our purpose as a firm is to make financial lives better, through the power of every connection. Across the world, we partner with leading corporate and institutional investors through our offices in more than 35 countries. In the U.S. alone, we serve almost all of the Fortune 500 companies and approximately 67 million consumer and small-business clients. We provide a full suite of financial products and services, from banking and investments to asset and risk management. We cover a broad range of asset classes, making us a global leader in corporate and investment banking, sales and trading.

 

Connecting Asia Pacific to the world

Our Asia Pacific team is spread across 19 cities in 12 markets. We are focused on connecting Asia to the world and the world to Asia, using our global expertise to ensure success is shared between us, our clients and our communities. Our regional footprint covers 12 currencies, more than a dozen languages and five time zones, placing us firmly among the region’s leading financial services companies.

The APAC Rates Quantitative Strategies Group team is looking for a strat to be based in Tokyo to support the rates business across the APAC region.

Responsibilities

  • Implementation and enhancement of interest rate derivatives pricing models in the global library with an a focus on linear products
  • Contribute to the support and development of e-trading platform for rates products
  • Build expertise in yield curve construction and automation of pricing and risk tools
  • Extend in-house global infrastructure and data analytics applications to cover Asia-Pacific markets
  • Provide robust solutions to analytic queries from Front Office and business partners
  • Work closely with Technology team to roll out enhancements into production
  • Collaborate with other strat rates team globally

Requirements

  • Master degree or higher in a quantitative field such as physics, mathematics, computer science or engineering
  • Solid knowledge of stochastic calculus, probability theory and very good understanding of pricing models for interest rates derivatives
  • Experience in yield curve modeling and practical knowledge of interest rate products essential
  • Strong coding skills in C++ and Python required
  • Excellent verbal and written communication skills with the ability to explain complex issues in an intuitive way
  • Prior work experience in a front-office quant/strat role desirable
  • Able to prioritize, react quickly and work under tight deadlines
  • Team player with strong integrity and maturity to work independently

Job Band:

H5

Shift: 

Hours Per Week:

36.25

Weekly Schedule:

Referral Bonus Amount:

0

Job Description:

About Bank of America

Our purpose as a firm is to make financial lives better, through the power of every connection. Across the world, we partner with leading corporate and institutional investors through our offices in more than 35 countries. In the U.S. alone, we serve almost all of the Fortune 500 companies and approximately 67 million consumer and small-business clients. We provide a full suite of financial products and services, from banking and investments to asset and risk management. We cover a broad range of asset classes, making us a global leader in corporate and investment banking, sales and trading.

 

Connecting Asia Pacific to the world

Our Asia Pacific team is spread across 19 cities in 12 markets. We are focused on connecting Asia to the world and the world to Asia, using our global expertise to ensure success is shared between us, our clients and our communities. Our regional footprint covers 12 currencies, more than a dozen languages and five time zones, placing us firmly among the region’s leading financial services companies.

The APAC Rates Quantitative Strategies Group team is looking for a strat to be based in Tokyo to support the rates business across the APAC region.

Responsibilities

  • Implementation and enhancement of interest rate derivatives pricing models in the global library with an a focus on linear products
  • Contribute to the support and development of e-trading platform for rates products
  • Build expertise in yield curve construction and automation of pricing and risk tools
  • Extend in-house global infrastructure and data analytics applications to cover Asia-Pacific markets
  • Provide robust solutions to analytic queries from Front Office and business partners
  • Work closely with Technology team to roll out enhancements into production
  • Collaborate with other strat rates team globally

Requirements

  • Master degree or higher in a quantitative field such as physics, mathematics, computer science or engineering
  • Solid knowledge of stochastic calculus, probability theory and very good understanding of pricing models for interest rates derivatives
  • Experience in yield curve modeling and practical knowledge of interest rate products essential
  • Strong coding skills in C++ and Python required
  • Excellent verbal and written communication skills with the ability to explain complex issues in an intuitive way
  • Prior work experience in a front-office quant/strat role desirable
  • Able to prioritize, react quickly and work under tight deadlines
  • Team player with strong integrity and maturity to work independently

Learn more about this role

Full time

JR-22035702

Band: H5

Manages People:

Manager:

Talent Acquisition Contact:

Yuko Nagatomo (長友 優子 - ナガトモ ユウコ)

Referral Bonus:

0

Street Address

Primary Location:
1-4-1 NIHONBASHI, CHUO-KU, Tokyo, 103-0027