Quantitative Finance Analyst – Non Registered
Bank of America
full-time
Posted on:
Location Type: Office
Location: Charlotte • North Carolina • 🇺🇸 United States
Visit company websiteJob Level
JuniorMid-Level
Tech Stack
JavaScriptLinuxLuaOraclePerlPythonRubySQLSubversionUnix
About the role
- Performs end-to-end market risk stress testing including scenario design, scenario implementation, results consolidation, internal and external reporting, and analyzes stress scenario results to better understand key drivers
- Supports the planning related to setting quantitative work priorities in line with the bank’s overall strategy and prioritization
- Identifies continuous improvements through reviews of approval decisions on relevant model development or model validation tasks, critical feedback on technical documentation, and effective challenges on model development/validation
- Supports model development and model risk management in respective focus areas to support business requirements and the enterprise's risk appetite
- Supports the methodological, analytical, and technical guidance to effectively challenge and influence the strategic direction and tactical approaches of development/validation projects and identify areas of potential risk
- Works closely with model stakeholders and senior management with regard to communication of submission and validation outcomes
- Performs statistical analysis on large datasets and interprets results using both qualitative and quantitative approaches
Requirements
- Bachelor’s Degree in Computer Science, another STEM field
- 2+ years professional experience in Linux software development
- Professional experience writing code in dynamically-typed languages such as Python, Perl, Lua, Ruby, Javascript, etc.
- Professional experience working with Unix/Linux operating systems including being comfortable working on the command line
- Experience using Source Code and Version Control systems like Git or SVN
- Experience with traditional SQL or distributed databases such as Oracle, MS SQL or Vertica.
- Demonstrate a passion for working with technology
- Work well in a cooperative, time-sensitive, market-driven environment
- Manage multiple priorities with minimal supervision
- Success in working independently and with the group on complex problem solving
- Analytical skills, critical thinking and a strong desire to learn.
Benefits
- Health insurance
- Wellness programs
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard skills
market risk stress testingscenario designstatistical analysisPythonPerlLuaRubyJavascriptSQLmodel development
Soft skills
analytical skillscritical thinkingcommunicationproblem solvingtime managementindependencecooperationadaptabilitycontinuous improvementinfluencing