VP; Sr Quant Fin Analyst
Company: Bank of America
Location: Jersey City
Posted on: May 13, 2022
VP; Sr Quant. Fin Analyst Bank of America N.A. has an
opportunity for a VP; Sr Quantitative Fin Analyst to review &
critically assess interest rate models on conceptual soundness,
assumptions & limitations, data, developmental evidence in support
of modeling choices, performance, implementation & documentation.
Identify, quantify, & monitor model risk associated with the models
being validated. Reqs: Master's degree or equiv. & 3 yrs exp. in:
Reviewing mathematical framework & numerical techniques used in
various interest rate models such as probability theory, stochastic
process, stochastic calculus, derivative pricing theory, partial
differential equations & Monte Carlo simulation; Analyzing
valuations & risk profiles for a wide range of interest rate
derivatives from vanilla to exotic products. Job Site: Jersey City,
NJ. Ref# 5786268 & submit resume to Bank of America N.A.
NY1-544-06-03, 1114 Avenue of the Americas, New York, NY 10036. No
phone calls or emails. EOE.
Keywords: Bank of America, Jersey City , VP; Sr Quant Fin Analyst, Executive , Jersey City, New Jersey
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