VP/Director, Quantitative Analyst – Commodities Quantitative Strategies and Data Group

Bank of America

Quantitative Analyst focused on derivative pricing models in the Commodities Quantitative Strategies and Data Group at Bank of America. Collaborating with traders to develop high-performance analytics and tools.

Posted 7/16/2026full-timeNew York City • New York • 🇺🇸 United StatesLead💰 $100,000 - $300,000 per yearWebsite

Core Competencies

Role fit

Core Competencies

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Demonstrates expertise in developing and implementing pricing and risk models for commodities derivatives, with strong proficiency in C++ and Python for quantitative software development. Capable of producing high-quality model documentation and collaborating effectively with validation and risk control teams.

Highest-signal resume keywords

C++ ProgrammingPython ProgrammingPricing And Modelling DerivativesVolatility Modelling TechniquesModel Documentation

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills

Quantitative AnalyticsRisk ModellingCommodities DerivativesNumerical ComputingModel Development

Soft Skills

Problem-SolvingAttention To DetailStrong Communication

Tools & Technologies

Source Code Control SystemsContinuous Integration EnvironmentsTesting Frameworks

Certifications & Qualifications

Advanced Degree (MSc/PhD) In Quantitative Discipline

Industry Keywords

Financial EngineeringModel Validation ProcessesStructured Software Development Environment

Tech Stack

Tools & technologies

Python

About the role

Key responsibilities & impact

Develop, implement, and maintain pricing and risk models for a wide range of commodities derivatives.
Work on pricing models for commodities products, with potential focus areas including power, gas, spread options, storage, structured products, and other non-standard commodity derivatives.
Design and build scalable model pricing code and quantitative software platforms that support risk analytics and trading needs.
Write high-quality production code in C++ and Python, and contribute to the ongoing modernization of the analytics infrastructure.
Write comprehensive model documentation to support internal governance and regulatory requirements.
Collaborate with model validation and risk control teams throughout the model approval lifecycle.
Support day-to-day analytics needs and participate in the continuous improvement of the platform.

Requirements

What you’ll need

Advanced degree (MSc/PhD) in a quantitative discipline such as Mathematics, Physics, Computer Science, Financial Engineering, or related quantitative field.
Experience in a quantitative analytics or quantitative development role within a financial institution or a relevant industry.
Strong experience in pricing and modelling derivatives, preferably in commodities, but FX, equities, or other complex products also considered.
Solid knowledge of volatility modelling techniques and derivative pricing theory.
Proficiency in C++ and Python for numerical computing and model development.
Knowledge of working within a structured software development environment.
Use of source code control systems, continuous integration environments, testing, release processes, etc.
Excellent problem-solving skills, attention to detail, and strong communication abilities.
Experience with model documentation and familiarity with model validation processes is a strong plus.

Benefits

Comp & perks

Discretionary incentive eligible
Employees are eligible for an annual discretionary award based on performance results and the overall success of the Company.
Industry-leading benefits
Access to paid time off