Director; Sr Quantitative Fin Analyst

Job Description:

At Bank of America, we are guided by a common purpose to help make financial lives better through the power of every connection. We do this by driving Responsible Growth and delivering for our clients, teammates, communities and shareholders every day.

Being a Great Place to Work is core to how we drive Responsible Growth. This includes our commitment to being a diverse and inclusive workplace, attracting and developing exceptional talent, supporting our teammates’ physical, emotional, and financial wellness, recognizing and rewarding performance, and how we make an impact in the communities we serve.

At Bank of America, you can build a successful career with opportunities to learn, grow, and make an impact. Join us!

RESPONSIBILITIES:

• Develop ML/AI models transforming the designed Trading Signals into the intraday recommendations for Voice traders and feeds into the application electronic trading system.

• Support the full lifecycle of the model research and development, data collection, mining, and dataset design.

• Engineer derived datasets for advanced analytics based on client flows.

• Build re-usable end-to-end workflows for voice traders and sales across Global Markets.

• Generate data products for use throughout Global Markets, across BofA and by BofA clients.

• Design back-testing and visualization necessary for assessment and implementation of the FO workflows.

• Program in Python at the enterprise level, in strong adherence to SDLC, using object-oriented paradigms.

• Implement curve marking methodologies for use in market making and trading.

• Equip all developed solutions with the necessary Model Risk documentation and liaise with Model Risk, Market Risk, Sales and Compliance as required.

• Categorize clients, develop algorithms for attributing client flows, and aggregate flow information to create actionable applications.

• Identify and implement trading signals for FICC desks based on existing and derived data sets using internal and external sources.

REQUIRED SKILLS & EXPERIENCE:

• Bachelor's degree or equivalent in Mathematics, Engineering (any), Physics, or related; and

• 6 years of progressively responsible experience in the job offered or a related Quantitative occupation.

• Must include 6 years of experience in each of the following:

• Programming in Python at the enterprise level, in strong adherence to SDLC, using object-oriented paradigms;

• Implementing curve marking methodologies for use in market making and trading;

• Equipping all developed solutions with the necessary Model Risk documentation and liaising with Model Risk, Market Risk, Sales and Compliance as required;

• Categorizing clients, developing algorithms for attributing client flows, and aggregating flow information to create actionable applications; and,

• Identifying and implementing trading signals for FICC desks based on existing and derived data sets using internal and external sources.

If interested apply online at www.bankofamerica.com/careers or email your resume to bofajobs@bofa.com and reference the job title of the role and requisition number.

EMPLOYER:  BofA Securities, Inc.

Shift:

Hours Per Week: