VP; Corp Inv Quant Fin Analyst

Job Description:

At Bank of America, we are guided by a common purpose to help make financial lives better through the power of every connection.  Responsible Growth is how we run our company and how we deliver for our clients, teammates, communities and shareholders every day.

One of the keys to driving Responsible Growth is being a great place to work for our teammates around the world. We’re devoted to being a diverse and inclusive workplace for everyone. We hire individuals with a broad range of backgrounds and experiences and invest heavily in our teammates and their families by offering competitive benefits to support their physical, emotional, and financial well-being.

Bank of America believes both in the importance of working together and offering flexibility to our employees. We use a multi-faceted approach for flexibility, depending on the various roles in our organization.

Working at Bank of America will give you a great career with opportunities to learn, grow and make an impact, along with the power to make a difference. Join us!

Responsibilities

• Monitor and facilitate communication with the overnight model support team.

• Provide after‐hours technical support for analytics processing.

• Develop and enhance net interest income and hedge valuation reporting.

• Verify processing input market data quality. Ensure programming best practices are followed.

• Write code in dynamic typed languages including Perl, Python, Lua, Ruby, Javascript, and PHP.

• Use Source Code and Version Control systems including SVN and Git to develop code.

• Develop databases using traditional SQL and distributed databases such as Oracle/MS SQL and Vertica.

• Analyze and assess large, complex financial dataset with programming tools such as Python, SAS, SQL and R.

• Develop and analyze statistical models such as linear regression, auto regression, and logistic regression to assess model diagnostic and model performance.

• Generate statistical analysis to support stress testing, credit risk management, and regulatory examinations.

• Utilize econometric and Machine Learning modeling techniques to assess test results and improve model performance.

• Remote work may be permitted within a commutable distance from the worksite.

Required Skills & Experience   

• Bachelor’s degree or equivalent in Engineering (any), Computer Science, Statistics, Mathematics or related; and

• 5 years of progressively responsible experience in the job offered or a related quantitative occupation.

• Must include 5 years of experience in each of the following:

• Analyzing and assessing large, complex financial dataset with programming tools such as Python, SAS, SQL and R;

• Developing and analyzing statistical models such as linear regression, auto regression, and logistic regression to assess model diagnostic and model performance;

• Generating statistical analysis to support stress testing, credit risk management, and regulatory examinations; and,

• Utilizing econometric and Machine Learning modeling techniques to assess test results and improve model performance.

• In the alternative, the employer will accept a Master’s degree and 3 years of experience.

If interested apply online at www.bankofamerica.com/careers or email your resume to [email protected] and reference the job title of the role and requisition number.

Salary: $103,000 – $150,500 per year

Employer: Bank of America N.A.

Shift:

1st shift (United States of America)

Hours Per Week: 

40