VP; Sr Quant Fin Analyst

Company: Bank of America
Location: Jersey City
Posted on: May 13, 2022

Job Description:

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.
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Keywords: Bank of America, Jersey City , VP; Sr Quant Fin Analyst, Executive , Jersey City, New Jersey