Director; Sr. Quantitative Finance Analyst sought by Bank of America N.A. to develop quant risk models, analytics, & apps in support of market risk assessment & regulatory capital calculation. Conducting analysis & verification on market data, risk metrics, & P&L time series.
Requirements: Master's or equiv. & 5 yrs exp. in: Developing market risk or pricing models for financial products using time series & statistical analysis with understanding of risk drivers of price dynamics for financial products; time series analysis techniques to model market data dynamics & to assess statistical inference & distribution.
If interested apply online at www.bankofamerica.com/careers or email your resume to bofajobs@bofa.com & reference the job title of the role & requisition number 25012940. No phone calls. EOE.