CPM Quant Strat, QSG - ASC/VP

Bank of America

New York, NY
Job Code:
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Job Details

Company Bank of America

Job Title CPM Quant Strat, QSG - ASC/VP

Jobid bankofamerica-17033151NewYorkNY

Location: New York, NY, 10176, USA

Description **Job Description:**

**Role and Responsibilities:**

CPM strat team requires additional FTE in order to support the day to day needs of the FVA, CVA, KVA, and IA desks. This includes the implementation of python based modules to produce explanations of risk, and pnl for different measures that the desks hedge. The desks hedge using both front office and exposure based analytics. They will hedge IR, Credit, FX, and equities risk. Additionally the candidate needs to support the build out of the CPM Target State infrastructure by CPM Tech, a replacement of the current risk platforms used by the desks. This involves the implementation of code for analytics, market data, and risk interfaces. It involves the creation of batches to run and validate those risks as well. Lastly, in order to facilitate all of the Strat work in the team, the candidate needs to contribute to the build out of the CPM Strat Platform. This involves the implementation of various apis to support tactical creation of risk and pnl reports in python

**Experience Required:**

· Educated to Masters or Bachelors’ degree or equivalent

· Excellent programming skills in python

· Excellent business knowledge of the rates asset classes

· Excellent communication skills in order to express complicated techniques to CPM Technology

**Posting Date** : 05/22/2017

**Location** : US-NY-New York

**Travel** : No

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

**Hours Per Week** : 40

**Shift** : 1st shift

**Assistance for Applicants with Disabilities**

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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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