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VP, Cross Asset Quant Developer

$200k - $225k

Bank of America ATM

Job Overview Responsible for conducting quantitative analytics and modeling projects for specific business units or risk types, developing new models, analytic processes, or systems approaches, creating technical documentation, and working with Technology staff in system design. Position located on the trading floor in New York, working outside the traditional IT organization. Responsibilities Assist Cross Assets Strats team in the Strategic Risk and PnL project to refactor and redesign market model code. Write and debug Python code running within Quartz, the in‑house bank platform. Learn about and debug existing market model code used for calculating risk and PnL, simplifying and optimizing for greater efficiency. Contribute to code quality and performance improvements. Qualifications and Requirements Strong programming skills and comfort working across multiple programming languages and paradigms. Experience writing a scripting language or clear understanding of how to build one. Appreciation for functional programming concepts and ability to design algorithms in a functional style. Strong mathematical abilities with an interest in applying mathematical techniques to data analysis. Existing financial and quantitative knowledge, with a desire to deepen expertise. Proficiency in Python, C++, Java, Lisp, or similar programming languages. Excellent analytical and problem‑solving skills. Strong communication skills. Bachelor’s or Master’s degree in Computer Science, Mathematics, Finance, or equivalent work experience. Minimum Education Requirement: Master’s degree in related field or equivalent work experience. Salary and Benefits Annualized salary range: $200,000.00 – $225,000.00, based on experience, education, and skill set. Discretionary incentive eligible; employees may receive an annual discretionary award based on performance. Benefits: Eligible for the company’s benefits package, including paid time off, and other resources supporting physical, emotional, and financial well‑being. Location and Schedule United States of America – New York, ONE BRYANT PARK – BANK OF AMERICA TOWER (NY1100). Shift: 1st shift. Hours per week: 40. #J-18808-Ljbffr

Vacancy posted 21 hours ago
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