Job Details

VP; Quantitative Finance Analyst sought by Bank of America N.A. to conduct quantitative analysis & model validation projects independently. Create documentation for all activities & work with Tech staff to design any systems that run the validated models. Review the underlying assumptions, theory, derivation, empirical evidence, implementation, & limitations of the model being validated. Perform independent testing to identify & quantify model risk associated with the model being validated. Remote work may be permitted w/in a commutable distance from the worksite. Reqs: Master's or equiv. & 2 yrs exp. in: Using modeling principles incl. time-series, stochastic processes, numeric methods & knowledge of financial markets to independently test models for Equities & derivative products; Implementing models for derivative pricing & portfolio valuation using data analysis & Monte Carlo techniques. Employer will accept pre- or post-Master's degree exp. Salary: $145,000 - $155,000/year. Job Site: San Francisco, CA. Req#26021491. If interested apply online at www.bankofamerica.com/careers or email your resume to bofajobs@bofa.com & reference the job title of the role & requisition number. No phone calls. EOE.