Quantitative Financial Analyst
New York, New York
**Job Description:**
Job Description
**Overview:**
Develop and implement analytics and python-based applications to support trading activities on the structured notes trading desk. Perform financial and statistical analyses, and automate daily publishing of pricing data including credit curves, volatilities, and correlations. Work with model developers to implement and test new complex financial models for pricing and hedging notes. Collaborate with technology groups to design and build risk management applications to support new structured note issuance and trading. Construct and implement alternative market environments to analyses potential risk and P&L impacts to enhance risk management.
+ Develop and implement Python based applications to support trading activities and regulatory requirements.
+ Publish market data including credit curves, volatilities, and correlations for the Central Funding Desk (CFD).
+ Enhance existing pricing tools to support new structured notes and currencies. Develop risk reports for the trading desk and risk management.
+ Test quantitative financial models for various issuances across all assets, maturities, and currencies.
+ Use Python to design and create applications for front-office to support daily trades and pricing.
+ Conduct model assessment and testing, including model performance and outcome analysis.
+ Generate ad-hoc scenario analysis by using various techniques such as parallelization and cloud/remote computations.
+ Implement risk reports and other regulatory mandates to assist with Market Risk Management.
**Special Requirements**
Must include 2 year of experience in each of the following:
+ Applying statistical modeling approach to analyze trading activities, perform quantitative research about market signals detection and finding out profit generation opportunities
+ Using Python to implement API tools
+ Conducting time series data analysis on equity and FICC data
+ Implement market scenarios risk management processes
**Job Band:**
H6
**Shift:**
1st shift (United States of America)
**Hours Per Week:**
40
**Weekly Schedule:**
**Referral Bonus Amount:**
0
**Job Description:**
Job Description
**Overview:**
Develop and implement analytics and python-based applications to support trading activities on the structured notes trading desk. Perform financial and statistical analyses, and automate daily publishing of pricing data including credit curves, volatilities, and correlations. Work with model developers to implement and test new complex financial models for pricing and hedging notes. Collaborate with technology groups to design and build risk management applications to support new structured note issuance and trading. Construct and implement alternative market environments to analyses potential risk and P&L impacts to enhance risk management.
+ Develop and implement Python based applications to support trading activities and regulatory requirements.
+ Publish market data including credit curves, volatilities, and correlations for the Central Funding Desk (CFD).
+ Enhance existing pricing tools to support new structured notes and currencies. Develop risk reports for the trading desk and risk management.
+ Test quantitative financial models for various issuances across all assets, maturities, and currencies.
+ Use Python to design and create applications for front-office to support daily trades and pricing.
+ Conduct model assessment and testing, including model performance and outcome analysis.
+ Generate ad-hoc scenario analysis by using various techniques such as parallelization and cloud/remote computations.
+ Implement risk reports and other regulatory mandates to assist with Market Risk Management.
**Special Requirements**
Must include 2 year of experience in each of the following:
+ Applying statistical modeling approach to analyze trading activities, perform quantitative research about market signals detection and finding out profit generation opportunities
+ Using Python to implement API tools
+ Conducting time series data analysis on equity and FICC data
+ Implement market scenarios risk management processes
**Shift:**
1st shift (United States of America)
**Hours Per Week:**
40
Learn more about this role
Full time
JR-22070558
Band: H6
Manages People: No
Travel: No
Manager:
Talent Acquisition Contact:
Christina Rodgers
Referral Bonus:
0
Bank of America and its affiliates consider for employment and hire qualified candidates without regard to race, religious creed, religion, color, sex, sexual orientation, genetic information, gender, gender identity, gender expression, age, national origin, ancestry, citizenship, protected veteran or disability status or any factor prohibited by law, and as such affirms in policy and practice to support and promote the concept of equal employment opportunity and affirmative action, in accordance with all applicable federal, state, provincial and municipal laws. The company also prohibits discrimination on other bases such as medical condition, marital status or any other factor that is irrelevant to the performance of our teammates.
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