Quantitative Finance Analyst

Bank of America is seeking a Quantitative Finance Analyst to conduct quantitative analytics and modeling projects. This role involves developing new models, creating technical documentation, and working with technology staff on system design. You will perform end-to-end market risk stress testing and develop wholesale credit risk models.

• Develop new models, analytic processes, and systems approaches
• Conduct end-to-end market risk stress testing
• Develop wholesale credit risk models including loss forecasting and regulatory capital models
• Perform statistical analysis on large datasets
• Create technical documentation and white papers for developed models
• Collaborate with technology staff and model risk management