Senior Quantitative Financial Analyst - Global Risk Analytics, VP / Director
Bank of America Merrill Lynch
July 7, 2018
London, United Kingdom
Job Description: Corporate Title: Up to Director Location: London Line of Business: Global Risk
Want to be part of a positive, dynamic team culture? Here in our London office, our Global Risk Analytics (GRA) group is looking to hire a Senior Quantitative Finance Analysis to aid in deliverables related to market risk.
The role involves helping build a tool which can compare our official value-at-risk model with a proposed method based on full revaluation of a target portfolio. All development is on the firm's strategic Python-based graph/database risk system.
Market risk from all asset classes are under consideration including equities, credit, IR, FX. Although you are not expected to have deep knowledge of products and models across all of these elements, general knowledge of the financial markets is required along with solid programming skills.
What will your main responsibilities involve?
Detailed build and development of a market risk system focused on model analysis
Work alongside experienced quant/developers within the GRA department
Contribute to high profile regulatory focused deliverables
Opportunity to work on a large market risk system and gain cross asset pricing and modelling knowledge
What skills and qualifications will you ideally possess?
Excellent computer programming skills with meaningful industry experience
Deep knowledge of pricing and risk models for derivative products
Ability to work well within a team based development environment
Can effectively use modern software development and lifecycle tools enabling strong source control and code review
Solid analytical skills; a keen problem solver who can take on issues independently
Ability to get to grips with a large and complicated systems
Great communication skills, including the ability to write clear and concise documentation
Working as a standout colleague who can quickly understand existing systems while still finding a way to impart a personal style
About Bank of America Merrill Lynch Bank of America is one of the world's leading financial institutions, serving individual consumers, small- and middle-market businesses, large corporations and governments with a full range of financial and risk management products and services. Bank of America Merrill Lynch is the marketing name for the global banking and markets businesses. The company has had a presence in EMEA since 1922. With offices in 23 countries on three continents, it offers an integrated and comprehensive set of products and services across Global Corporate and Investment Banking, Global Markets and Consumer Card, serving the needs of individual, corporate, institutional and government clients, combining the best of local knowledge and global expertise. Developing solutions for social and environmental challenges is at the core of Bank of America Merrill Lynch's responsibility platform. In more than 90 countries around the world, we partner with employees, clients and stakeholders to help make financial lives better.
Apply If you're interested in this opportunity please send your details to us by applying online. Good conduct and sound judgment is crucial to our long term success. It's important that all employees in the organisation understand the expected standards of conduct and how we manage conduct risk. Individual accountability and an ownership mindset are the cornerstones of our Code of Conduct and are at the heart of managing risk well. We are an equal opportunities employer, and ensure that no applicant is subject to less favourable treatment on the grounds of gender, gender identity, marital status, race, colour, nationality, ethnic or national origins, age, sexual orientation, socio-economic background, responsibilities for dependants, physical or mental disability. The Bank selects candidates for interview based on their skills, qualifications and experience. As part of our standard hiring process to manage risk, please note background screening checks will be conducted on all hires before commencing employment.