1+ months

Associate Credit Quants

New York, NY 10176
**Job Description:**


The role is in the Quantitative Strategies Group (QSG) with a focus on serving the credit desks within the GBAM business. The team is responsible for direct support of traders, control functions and the FICC Management globally. The team covers development and maintenance of pricing models and implementation in the analytics platform as well as their delivery and support across the different desks. The specific role we are looking to fill will be in close interaction to the trading desk and developing tools to help in the trading process.


+ Develop and maintain desk tools in Python

+ Develop the analytics library in C++ Support the trading desk with use of existing models, developing new strategies

+ Analysis of large data sets and distilling the information contained within

+ Developing hedging strategies and backtesting their performance

+ Work closely with partners from other desks, e.g. XVA

+ Work closely with the technology team in order to deliver the analytics in the new system as well as improve performance where necessary

**Competencies we look for:**

+ Strategic Thinking: Business knowledge, Innovation & Creativity

+ Business Results: Analytical ability, timely delivery of results

+ People leadership: Collaboration and team work

+ Personal Effectiveness: Strong communication skills, energy, commitment and dedication

**Skills we look for:**

Essential Skills

+ A good degree in a highly numerate discipline

+ Experience in both Python and C++ is highly desirable. As a minimum experience with object orientated programming and previous experience in either Python or C++ is required.

+ Knowledge of working within a structured software development environment. Use of source code control systems, continuous integration environments, testing, release processes, etc.

+ Rigorous problem solving skills


0-3 years of experience

Nice to have

+ Knowledge of bond and credit derivative products, understanding of derivatives pricing models

+ Experience with large dataset analysis

**Posting Date** : 07/02/2019

**Location** :


- United States

**Travel** : No

**Full / Part-time** : Full time

**Hours Per Week** : 40

**Shift** : 1st shift

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**Diversity & Inclusion**

At Bank of America, our commitment to diversity and inclusion is helping us to create not only a great place to work, but also an environment where our employees, our customers and our communities around the world can reach their goals and connect with each other. All qualified applicants will receive consideration for employment without regard to race, color, religion, gender, gender identity or expression, sexual orientation, national origin, genetics, disability, age, or veteran status.

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  • Banking / Finance
Posted: 2019-07-04 Expires: 2019-09-28

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Associate Credit Quants

Bank of America
New York, NY 10176

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