Impress employers and recruiters.
Choose from hundreds of resume examples.

Target Resume Now

About the Role

This role 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

Design, build and maintain quantitative models and electronic trading solutions supporting Municipal bond market making, pricing, execution, inventory management and risk management.
Develop robust monitoring, alerting and operational tooling to ensure platform reliability and performance.
Employ comprehensive unit, integration, regression and performance testing strategies.
Support production incidents, investigate trading system behavior, and drive root-cause analysis and remediation.
Perform statistical analysis on large datasets and interprets results using both qualitative and quantitative approaches.
Identify continuous improvements through reviews of ongoing model and algo behavior.
Work with the Muni business to research, design and build the trading models and electronic systems for pricing, electronic market making and automatic risk management for the Muni trading desks.
Operate in close co-operation with partners in Trading and Technology as well as other lines of business across FICC.

Requirements

Experience in designing and building production trading systems and knowledge of underlying trading infrastructure, with an emphasis on distributed low latency high availability systems, including pricing and risk management, trade & order lifecycle management, algorithmic execution
Exceptional development skills in Java and Python with experience working on multi-threaded programming and dependency injection frameworks like Google Guice or Spring
Academic background at undergraduate or, ideally, Masters/PhD level in a quantitative subject (Mathematics, Statistics, Physics, Engineering, Computer Science or other analytical background) or related work experience
Financial markets experience
Experience in quantitative modelling and working with large datasets

Skills

Java
Python
Quantitative modelling
Large datasets analysis
Financial markets
Trading systems design
Distributed low latency high availability systems
Pricing and risk management
Trade & order lifecycle management
Algorithmic execution
Multi-threaded programming
Dependency injection frameworks (Google Guice or Spring)

Location

New York

Work Type

1st shift
40 hours per week

Education Level

Undergraduate
Masters/PhD

Salary/Compensations

$100,000.00 - $225,000.00

Benefits

Industry-leading benefits
Access to paid time off
Resources and support
Discretionary incentive eligible
Annual discretionary award based on performance

About the Company

At Bank of America, we are guided by a common purpose to help make financial lives better through the power of every connection.
We drive Responsible Growth and deliver for our clients, teammates, communities and shareholders every day.
Being a Great Place to Work and providing a culture of caring is core to how we drive Responsible Growth.
We are intentional about fostering an inclusive workplace where every teammate has the opportunity to succeed, build a career and contribute to our shared success.
We value the unique perspectives individuals bring from all backgrounds and career paths.
Bank of America is committed to an in-office culture that supports collaboration, engagement, and career development.
At Bank of America, you can build a successful career with opportunities to learn, grow, and make an impact.