The Quantitative Analytics team within Corporate Treasury, at Bank of America, is staffed by quantitative analysts that apply an extensive set of quantitative methods for effective asset liability management at Bank of America. Methods include but are not limited to econometric and statistical models for all loan and deposit products for the banks' balance sheet. The group provides quantitative models and analysis for decision making and risk measurement functions within Balance Sheet Management, Liquidity Management, and Global Funding.
This role will provide an opportunity to develop and apply advanced model development techniques on the Quantitative Finance Analytical Platform, a best in class proprietary platform for advanced computational needs within Corporate Treasury.
Required Skills and Experience:
Strong academic background in econometrics or statistics (M.S. or PhD in a STEM/ Economics field)
Strong skills/intuition in Economics and Finance
Ability to work individually and with the group on complex problem solving; analytical skills, critical thinking with a strong desire to learn
Strong attention to detail, excellent communication skills and ability to work well in a cooperative, time-sensitive, market-driven environment
Ability to manage multiple priorities with minimal supervision
Expertise in Statistical Programming Software such as R, and experience in data analysis
Desired Skills and Experience:
Experience with financial markets, and banking
Experience with computational and simulation methods
Places value on process automation with an eye for reproducibility of results
Experience in one or more of the following languages: Python, SQL, Spark.
Bank of America is one of the world’s leading financial institutions, serving individual consumers, small and middle-market businesses, and large corporations with a full range of banking, investing, asset management and other financial and risk management products and services. The company offers industry-leading support to approximately 3 million small business households through a suite of innovative, easy-to-use online products and services. Bank of America is a global leader in wealth management, corporate and investment banking and trading across a broad range of asset classes, serving corporations, governments, institutions and individuals around the world.