Sr. Quantitative Finance Analyst - Liquidity Model Validation - Bank of America : Job Details

Sr. Quantitative Finance Analyst - Liquidity Model Validation

Charlotte, North Carolina; Jersey City, New Jersey; New York, New York

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Enterprise Model Risk Management seeks a Senior Quantitative Finance Analyst Liquidity Risk to conduct independent testing and review of complex models used to monitor and mitigate liquidity and funding risks in the Bank. Responsible for compliance with Enhanced Prudential Standards and other regulatory guidelines, the candidate will work on models related to both banking and trading businesses of Bank of America. The candidate should exhibit familiarity with industry practices and have up-to-date knowledge of liquidity risk management. The candidate should be able to provide both thought leadership and hands-on expertise in methodology, techniques, and processes in applying mathematical approaches to manage the banks liquidity risk models and model systems.

Masters degree in related field or equivalent work experience.

1st shift (United States of America)

40

Bank of America and its affiliates consider for employment and hire qualified candidates without regard to race, religious creed, religion, color, sex, sexual orientation, genetic information, gender, gender identity, gender expression, age, national origin, ancestry, citizenship, protected veteran or disability status or any factor prohibited by law, and as such affirms in policy and practice to support and promote the concept of equal employment opportunity and affirmative action, in accordance with all applicable federal, state, provincial and municipal laws.