VP - GenAI Quant Developer

VP - GenAI Quant Developer

New York, New York

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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. We do this by driving Responsible Growth and delivering for our clients, teammates, communities and shareholders every day.

Being a Great Place to Work is core to how we drive Responsible Growth. This includes our commitment to being an inclusive workplace, attracting and developing exceptional talent, supporting our teammates' physical, emotional, and financial wellness, recognizing and rewarding performance, and how we make an impact in the communities we serve.

Bank of America is committed to an in-office culture with specific requirements for office-based attendance and which allows for an appropriate level of flexibility for our teammates and businesses based on role-specific considerations.

At Bank of America, you can build a successful career with opportunities to learn, grow, and make an impact. Join us!

Job Description:

The New York Rates Quantitative Strategy Data Group is seeking an individual to join the team. We provide analytical and model support across all NY Rates businesses, including exotics, options, swaps, governments, agency, repo, structured notes, and inflation, as well as key partner functions such as finance, risk management, and middle office.

In parallel with the rapid emergence of Generative AI, the group is expanding its capabilities to build and deploy LLM- and agent-based tools that enhance the way Rates desks price, hedge, manage risk, and interact with clients. The current position will focus primarily on linear rates derivatives, while also contributing to the broader Rates analytics platform and an embedded AI initiative within Global Markets.

This is a high-impact role operating in a trading-floor environment, interfacing with trading, sales, technology, and senior stakeholders.

Responsibilities:

• Generative AI / LLM & Agentic Systems (Embedded AI Initiative)

• Design, prototype, and deploy LLM-powered applications for the Rates business, e.g.:

• Workflow automation for pricing, risk checks, data QA, and post-trade analysis.

• Trade idea generation and scenario tooling,

• Build agentic workflows (and/or similar orchestration frameworks) to create reliable, multi-step reasoning systems with tool use (pricing engines, risk calculators, data APIs).

• Research and evaluate new models/methods (prompting, fine-tuning, embeddings, evaluation harnesses, guardrails) and develop lightweight prototypes that can be productionized.

• Partner with tech, support partners and the business to ensure AI solutions are safe, compliant, and aligned with front-office needs, including appropriate monitoring and model risk controls.

• Educate desk users and stakeholders on new tools and best practices for adoption.

Rates Quant / Analytics (Core)

• Develop and enhance pricing and risk models for linear rates derivatives (e.g., swaps, FRAs, futures, treasuries) and associated curve/market data analytics.

• Integrate models and analytics into the firm's trading and risk systems, ensuring performance, stability, and governance.

• Provide tactical desk support for pricing, risk, hedging, and trade analysis; respond to ad-hoc analytics requests in a fast-paced environment.

• Analyze and support new products, model changes, and analytics enhancements across the Rates platform.

• Contribute to the overall Rates analytics stack, including libraries, tooling, documentation, testing, and production support.

Skills Desired:

• Python, with production-quality engineering practices.

• LLMs and agent frameworks: LangGraph, LangChain, OpenAI-compatible APIs, multi-agent orchestration.

• AI/ML: deep learning, NLP, embeddings, RAG, classical ML.

• Data & infrastructure: SQL, vector databases, time-series data, cloud-native or distributed systems.

• Quant finance: yield curve construction, swap pricing, rates volatility, risk and scenario analysis.

• Software engineering: APIs, model deployment, monitoring, and scalable architecture.

Minimum Education Requirement: Master's degree in related field or equivalent work experience

Shift:

1st shift (United States of America)

Hours Per Week:

40

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Bank of America is committed to an in-office culture with specific requirements for office-based attendance and which allows for an appropriate level of flexibility for our teammates and businesses based on role-specific considerations. Should you be offered a role with Bank of America, your hiring manager will provide you with information on the in-office expectations associated with your role. These expectations are subject to change at any time and at the sole discretion of the Company. To the extent you have a disability or sincerely held religious belief for which you believe you need a reasonable accommodation from this requirement, you must seek an accommodation through the Bank's required accommodation request process before your first day of work.

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