VP, Cross Asset Quant Developer

Lensa is a career site that helps job seekers find great jobs in the US. We are not a staffing firm or agency. Lensa does not hire directly for these jobs, but promotes jobs on LinkedIn on behalf of its direct clients, recruitment ad agencies, and marketing partners. Lensa partners with DirectEmployers to promote this job for Bank of America. Clicking "Apply Now" or "Read more" on Lensa redirects you to the job board/employer site. Any information collected there is subject to their terms and privacy notice.

VP, Cross Asset Quant Developer

New York, New York

To proceed with your application, you must be at least 18 years of age.

Acknowledge (

Bank of America employees are required to meet all posting eligibility requirements prior to applying for any new position.

Acknowledge (

Refer a friend

To proceed with your application, you must be at least 18 years of age.

Acknowledge (

Bank of America employees are required to meet all posting eligibility requirements prior to applying for any new position.

Acknowledge (

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:

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.

We are seeking a highly skilled and innovative strategist / technologist to join our dynamic cross asset strategy team. Our team writes programs in Python that run on the Bank's strategic platform, Quartz, to answer questions that relate to the entire global markets trading business. We work outside of the traditional IT organization, based on the trading floor in New York.

Responsibilities:

• You will be assisting the Cross Assets Strats team as part of the Strategic Risk and PnL project to re-factor and redesign our market model code.
• This project seeks to explain the risk and PnL of the Global Markets business in a strategic fashion
• Working as part of a team of 8 people, you will be writing and debugging code in Python, running within Quartz, the in-house bank platform.
• On-going learning about and debugging existing market model code used for calculating risk and PnL, simplifying and optimizing it to perform more efficiently.
• Programming ability is most highly prized. Financial knowledge is desirable but not strictly necessary, provided there is a willingness to learn.

What We Are Looking For

• Strong programming skills and comfort working across multiple programming languages and paradigms
• Experience writing a scripting language-or a 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

Key Requirements

• 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

Shift:

1st shift (United States of America)

Hours Per Week:

40

Bank of America and its affiliates consider for employment and hire qualified candidates without regard to race, religious creed, religion, color, sex, sexual orientation, genetic information, gender, gender identity, gender expression, age, national origin, ancestry, citizenship, protected veteran or disability status or any factor prohibited by law, and as such affirms in policy and practice to support and promote the concept of equal employment opportunity, in accordance with all applicable federal, state, provincial and municipal laws. The company also prohibits discrimination on other bases such as medical condition, marital status or any other factor that is irrelevant to the performance of our teammates.

View your "Know your Rights ( " poster.

View the LA County Fair Chance Ordinance ( .

Bank of America aims to create a workplace free from the dangers and resulting consequences of illegal and illicit drug use and alcohol abuse. Our Drug-Free Workplace and Alcohol Policy ("Policy") establishes requirements to prevent the presence or use of illegal or illicit drugs or unauthorized alcohol on Bank of America premises and to provide a safe work environment.

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.

This communication provides information about certain Bank of America benefits. Receipt of this document does not automatically entitle you to benefits offered by Bank of America. Every effort has been made to ensure the accuracy of this communication. However, if there are discrepancies between this communication and the official plan documents, the plan documents will always govern. Bank of America retains the discretion to interpret the terms or language used in any of its communications according to the provisions contained in the plan documents. Bank of America also reserves the right to amend or terminate any benefit plan in its sole discretion at any time for any reason.

If you have questions about this posting, please contact [email protected]