Vice President, Quantitative Analyst, Interest Rates, Global Markets, Japan at Bank of America | Tokyo | Rezi

Vice President, Quantitative Analyst, Interest Rates, Global Markets, Japan at Bank of America

Vice President, Quantitative Analyst, Interest Rates, Global Markets, Japan

Bank of America · Tokyo

1 months ago

Vice President, Quantitative Analyst, Interest Rates, Global Markets, Japan

Bank of America · Tokyo

2 months ago
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About the Role

Join a global front-office team within the Linear Rates Quantitative Strategy Group, supporting trading across swaps, governments, agencies, repo, and inflation products. The role involves developing and delivering pricing, risk, and analytics solutions for trading desks, including electronic trading and real-time decision-making.

Responsibilities

  • Develop and enhance pricing models and risk analytics for linear rates products.
  • Support electronic trading and real-time pricing, including RFQ and automated workflows.
  • Collaborate with traders on pricing, hedging, and risk management decisions.
  • Integrate models into production trading systems, focusing on performance and reliability.
  • Build and maintain analytics libraries and tools for business use.
  • Provide front-office support for trading, risk, and new product initiatives.
  • Leverage AI and modern automation tools to improve development productivity, code quality, pricing, calibration, data workflows, and explore Machine Learning driven analytics and monitoring.

Requirements

  • Strong programming skills in C++ and Python.
  • Solid background in stochastic calculus, numerical methods, and derivatives pricing.
  • Knowledge of interest rates products and interest rate modeling.
  • Ability to operate effectively in a front-office, trading-driven environment.
  • Strong communication skills and collaboration with traders and stakeholders.

Skills

  • C++
  • Python
  • Pricing models
  • Real-time risk
  • E-trading analytics
  • Platform integration
  • Real-time pricing engines
  • Trading platforms
  • Risk systems
  • High-performance, low-latency analytics
  • Scalable data pipelines
  • AI-assisted development
  • Automation frameworks
  • Stochastic calculus
  • Numerical methods
  • Derivatives pricing
  • Interest rates products
  • Interest rate modeling
  • Communication
  • Collaboration

Work Type

  • Onsite
  • Flexible

Experience Level

  • Prior front-office Quant / Strategy experience preferred.

Education Level

  • Advanced degree in a quantitative field (Math, Physics, Engineering, Finance).

Benefits

  • Affordable, competitive, and flexible benefits.
  • Support for physical, emotional, and financial wellness.

About the Company

  • Bank of America is guided by a common purpose to help make financial lives better through the power of every connection.
  • Drives Responsible Growth and delivers for clients, teammates, communities, and shareholders daily.
  • Devoted to being a diverse and inclusive workplace for everyone.
  • Invests heavily in teammates and their families.

Equal Opportunity

  • Fostering an inclusive workplace where every teammate has the opportunity to succeed, build a career, and contribute to shared success.
  • Valuing unique perspectives from all backgrounds and career paths, including military service, community college education, and diverse work/life experiences.
  • Devoted to being a diverse and inclusive workplace for everyone.
  • Hires individuals with a broad range of backgrounds and experiences.
  • Opportunity and inclusion are seen as a platform for innovation and a key component in success.