CFO Quantitative Finance Analyst - Non-Registered (Infrastructure)

CFO Quantitative Finance Analyst - Non-Registered (Infrastructure) Join to apply for the CFO Quantitative Finance Analyst - Non-Registered (Infrastructure) role at Bank of America 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! 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 for related activities, and working with Technology staff in the design of systems to run models developed. Job expectations include having a broad knowledge of financial markets and products. Responsibilities Performs end-to-end market risk stress testing including scenario design, scenario implementation, results consolidation, internal and external reporting, and analyzes stress scenario results to better understand key drivers Supports the planning related to setting quantitative work priorities in line with the bank’s overall strategy and prioritization Identifies continuous improvements through reviews of approval decisions on relevant model development or model validation tasks, critical feedback on technical documentation, and effective challenges on model development/validation Supports model development and model risk management in respective focus areas to support business requirements and the enterprise's risk appetite Supports the methodological, analytical, and technical guidance to effectively challenge and influence the strategic direction and tactical approaches of development/validation projects and identify areas of potential risk Works closely with model stakeholders and senior management with regard to communication of submission and validation outcomes Performs statistical analysis on large datasets and interprets results using both qualitative and quantitative approaches Required Qualifications Minimum of 5 years' strong experience with RedHat Linux Experience with Netapp NAS storage Scripting and automation experience Ability to work well in a cooperative, time-sensitive, market-driven environment Ability to manage multiple priorities with minimal supervision Analytical skills, critical thinking and strong desire to learn Desired Qualifications Bachelor's or Master's degree (preferably in Information Technology, Computer Science) Working knowledge of general bank policies, programs, and procedures Big Data, Data Management & Data Analytics experience: SAS, Hadoop, Vertica, Spark, Oracle DB, SQL DB Skills Critical Thinking Quantitative Development Risk Analytics Risk Modeling Technical Documentation Adaptability Collaboration Problem Solving Risk Management Test Engineering Data Modeling Data and Trend Analysis Process Performance Measurement Research Written Communications Shift 1st shift (United States of America) Hours Per Week 40 Seniority level Mid-Senior level Employment type Full-time Job function Finance and Sales Industries Banking #J-18808-Ljbffr Bank of America