VP, Quant Analyst - Central Modelling Solutions Team

Role Overview This job is responsible for conducting quantitative analytics and modeling projects for specific business units or risk types. Key responsibilities include developing new models, analytic processes, or systems approaches, creating technical documentation, and working with Technology staff in the design of systems to run models developed. The role requires a broad knowledge of financial markets and products. Work Environment Bank of America is committed to an in‑office culture with specific requirements for office‑based attendance and offers flexibility based on role‑specific considerations. Responsibilities Global team providing solutions across lines of business and asset classes. Detailed design and development of front‑office pricing, automated hedging, optimization and machine learning models. Opportunities to work on a variety of complex applications. Working entirely in front office alongside quant colleagues and traders. Support traders, research strategies and regulatory requirements to a large degree. Requirements Relevant work experience or a Master’s/PhD in a STEM field is preferred. Excellent mathematical skills, including option pricing, stochastic calculus, probability, statistics, and numerical analysis. Excellent programming skills in Python and ideally in C++ (or C#). Work experience within a relevant quant/finance field is a plus. Excellent communication skills, including the ability to write clear technical documents. Shift 1st shift (United States of America) Hours Per Week 40 #J-18808-Ljbffr Bank of America