Sr. Quantitative Finance Analyst

Bank of America is seeking a Market Risk Analyst to conduct quantitative analytics and complex modeling projects for various business units or risk types. The candidate will lead model development, stress testing, and scenario analysis to support risk management and regulatory requirements. Key Responsibilities Lead end‑to‑end market risk stress testing, including scenario design, implementation, consolidation, and reporting. Plan quantitative work priorities in alignment with the bank’s strategy and risk appetite. Identify continuous improvements and provide oversight of model development and validation tasks. Provide methodological, analytical, and technical guidance to influence strategic direction and tactical approaches. Collaborate with model stakeholders and senior management on communication of submissions and validation outcomes. Perform statistical analysis on large datasets using qualitative and quantitative methods. Support Scenario & Enterprise Risk Analytics (SERA) sub‑team functions: credit research, macro‑economic analysis, and data‑driven insights for risk management. Grow and maintain analytical dashboards, reports, and capabilities to enhance efficiency and value. Manage cross‑organizational projects that align with SERA’s mission and strategic vision. Required Education & Experience Bachelor’s degree in Finance, Accounting, Economics, Business, or related field; or a bachelor’s in a technical field (engineering, computer science, mathematics, statistics, etc.) with demonstrated interest in finance. Master’s degree or equivalent work experience in the same domains. Progress toward (or completion of) CFA is a plus. Prior experience in a research‑oriented role such as equity or credit research is a plus. Proficient in MS Excel; experience with statistical packages and/or programming is preferred. Strong writing, communication, and spreadsheet skills. Excellent attention to detail, ability to multitask, and collaborative team orientation. Skills Critical thinking, quantitative development, and risk analytics. Risk modeling and technical documentation. Data modeling, data and trend analysis, process performance measurement. Problem solving, adaptability, collaboration, and research. Knowledge of Tableau, SQL, Python is beneficial. Understanding of current U.S. regulatory environment, including CECL and CCAR. Shift & Hours Shift: 1st shift (United States of America). Hours per week: 40. Compensation & Benefits Annualized base salary range: $125,000.00 – $210,000.00, based on experience, education, and skill set. Eligible for an annual discretionary incentive plan and other benefits as a fully‑benefited employee. Locations Chicago, IL – 540 W Madison St, Bank of America Plaza (IL 54540) Jersey City, NJ – 525 Washington Blvd (NJ 2525) EEO & Diversity Statement Bank of America is an equal opportunity employer and welcomes diverse applicants. The company is committed to fostering an inclusive workplace and offers competitive benefits to support the well‑being of all employees. Privacy Statement For more information, visit the company’s privacy notice. #J-18808-Ljbffr Bank of America