BOA - Quantitative Finance Analyst

San Francisco, CA/Atlanta, GA/Chicago, IL
Post time: 02/08/2019






Role Summary

Bank of America's Wholesale Risk Analytics team is looking for a Quantitative Finance Analyst (QFA) to be responsible for supporting the development of probability of default, loss given default, and exposure at default models for regulatory and economic capital calculations.

Job Description
  • Responsible for independently conducting quantitative analytics and modeling projects.
  • Responsible for developing new models, analytic processes or systems approaches.
  • Creates documentation for all activities and works with Technology staff in design of any system to run models developed.
  • Incumbents possess excellent quantitative/analytic skills and a broad knowledge of financial markets and products.
  • Strong written and verbal communication to deliver results and produce technical documentation
  • Experience building quantitative models
  • Masters or equivalent training in a core applicable science field: Math / Statistics / Economics / Physics / Computational Engineering / Actuarial Science
  • Understanding of how quantitative methods can be applied to finance and banking
  • Fundamental understanding of micro and macroeconomic concepts
  • Experience working with large databases
  • Experience writing technical documentation
  • Experience with SQL, Python, R software
About the company Bank of America Merrill Lynch

It is an American multinational investment bank division under the auspices of Bank of America. It provides services in mergers and acquisitions, equity and debt capital markets, lending, trading, risk management, research, and liquidity and payments management. It was formed through the combination of the corporate and investment banking activities following the acquisition of the latter by the former in January 2009.


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