Quantitative Finance Analyst, Wholesale Risk Analytics
- Recruiter
- Bank of America Merrill Lynch
- Location
- Atlanta, GA, USA
- Salary
- Competitive salary
- Posted
- 23 Oct 2020
- Closes
- 29 Oct 2020
- Ref
- 8783896
- Approved employers
- Approved employer
- Job role
- Compliance/risk, Financial analyst, Forensic accountant
Job Description:
Job Description:
Bank of America's Wholesale Risk Analytics team is looking for a Quantitative Finance Analyst (QFA) to be responsible for supporting the development of probability of default, loss given default, and exposure at default models for regulatory and economic capital calculations.
Required Skills:
• Strong written and verbal communication to deliver results and produce technical documentation
• Experience building quantitative models
• Masters or equivalent training in a core applicable science field: Math / Statistics / Economics / Physics / Computational Engineering / Actuarial Science
• Understanding of how quantitative methods can be applied to finance and banking
• Fundamental understanding of micro and macroeconomic concepts
• Experience working with large databases
• Experience writing technical documentation
• Experience with SQL, Python, R software
Desired Skills:
• Knowledge of Basel capital rules
• Project management experience, particularly in the development of models or analytic processes
• CPA or CFA a plus
• PhD preferred
Shift:
1st shift (United States of America)
Hours Per Week:
40
Learn more about this role
Job Description:
Bank of America's Wholesale Risk Analytics team is looking for a Quantitative Finance Analyst (QFA) to be responsible for supporting the development of probability of default, loss given default, and exposure at default models for regulatory and economic capital calculations.
Required Skills:
• Strong written and verbal communication to deliver results and produce technical documentation
• Experience building quantitative models
• Masters or equivalent training in a core applicable science field: Math / Statistics / Economics / Physics / Computational Engineering / Actuarial Science
• Understanding of how quantitative methods can be applied to finance and banking
• Fundamental understanding of micro and macroeconomic concepts
• Experience working with large databases
• Experience writing technical documentation
• Experience with SQL, Python, R software
Desired Skills:
• Knowledge of Basel capital rules
• Project management experience, particularly in the development of models or analytic processes
• CPA or CFA a plus
• PhD preferred
Shift:
1st shift (United States of America)
Hours Per Week:
40
Learn more about this role