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Associate, Quantitative Financial Analyst

Bank of America | New York NY 10036 USA | Full Time | Posted: 10/15/2019

Job Descriptiontop

Job Description:

Overview:

The Quantitative Strategies Group (QSG) includes a strong team focused on serving the commodities desks within the GBAM business. The team is responsible for direct support of traders, control functions and the FICC Management globally. The team covers development and maintenance of pricing models and implementation in the analytics platform as well as their delivery and support across the different desks. The specific role we are looking to fill will be in close interaction to the trading desk and developing tools to help in the trading process.

Responsibilities:

  • Develop and maintain desk tools in Python
  • Support the trading desk with use of existing models, developing new strategies
  • Analysis of large data sets and distilling the information contained within
  • Developing hedging strategies and back testing their performance
  • Work closely with the technology team in order to deliver the analytics in the new system as well as improve performance where necessary
  • Work with model risk management to document and review new and existing models
  • Maintenance and performance improvements on the existing analytics library in C++

Competencies we look for:

  • Strategic Thinking: Business knowledge, Innovation & Creativity
  • Business Results: Analytical ability, execution
  • People leadership: Collaboration and team work
  • Personal Effectiveness: Strong communication skills, energy and drive

Required Skills

  • A degree in a highly quantitative field at the graduate level (Masters or PhD)
  • Significant experience programming in Python and C++
  • Knowledge of working within a structured software development environment which uses source control software and has a formal release process
  • Rigorous problem solving skills

Desired Skills

  • Knowledge of main commodities products, understanding of derivatives pricing models
  • Experience with large dataset analysis
  • Time series analysis, statistical modeling

Shift:

1st shift (United States of America)

Hours Per Week:

40

Job Detailstop

Location New York, NY, 10036, United States
Categories Banking/Investment

Location Maptop

Contact Informationtop

Contact Name -
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Job Code 19021894
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