• Develop quantitative/analytic models and applications in support of market risk assessment and regulatory capital calculation.
  • Provide developmental evidence on statistical assumptions of risk and stress testing models.
  • Work with model stakeholders on defining model enhancements/changes, performing testing and impact analysis, and conduct ongoing review and analysis.
  • Preparation of developmental evidence and document to support internal and external inquiries.
  • Partner with various internal groups including Capital, Risk, Technology and Model Risk Management to provide model transparency and enhancing analytics capability.


  • PhD degree in quantitative fields such as statistics, financial engineering, physics, mathematics, computer science, etc.
  • 5 to 10 year experience in the finical industry as a quant developer/modeler.
  • In depth knowledge of statistical methods and data mining techniques.
  • Solid understanding of derivatives pricing.
  • In depth understanding of Value at Risk and statistical estimation methods.
  • Advanced programming skills in Python and R.
  • Effective thinking skills to, independently and proactively, identify/suggest/resolve issues.
  • Ability to lead projects executions and work with other members of the quant-developer team.
  • Strong communication (both written and verbal) and collaboration skills.

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