Assistant Vice President: Quantitative Finance Analyst

DUTIES: Conduct quantitative analytics and modeling projects independently. Develop new models, analytic processes, or systems approaches. Create documentation for all activities and work with Technology staff in the design of any system to run models developed. Apply quantitative methods to develop capabilities that meet line of business, risk management, and regulatory requirements. Maintain and continuously enhance capabilities over time to respond to the changing nature of portfolios, economic conditions, and emerging risks. Understand and execute activities that form the end-to-end model development and use life cycle. Document clearly and communicate quantitative methods effectively as part of ongoing engagement with key stakeholders, including the lines of business, risk managers, model validation, and technology. Remote work may be permitted within a commutable distance from the worksite.REQUIREMENTS: Master's degree or equivalent in Engineering (Any), Mathematics, Statistics, Computer Science or related: and 2 years of experience in the job offered or a related Quantitative occupation. Must include 2 years of experience in each of the following: Analyzing and evaluating large and complex economic and financial datasets with analytical tools of Python, SQL and R; Using big data technologies of SQL to handle large volumes of data produced by complex financial forecasting models; Developing and evaluating quantitative modeling and analytics projects in risk analytics and loss forecasting leveraging tools R, and Python; Employing data analytics and visualization tools Alteryx, Tableau, and Jupyter Notebook to build easy access analytical capabilities and insightful reporting for the management; and Interpolating curves in VBA, analyzing margin behavior, debugging optimizing code for Swaption liquidity model in Matlab.Requisition TBD. 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.