Sr. Quantitative Finance Analyst – Liquidity Model Validation
| Company | Bank of America |
|---|---|
| Location | Charlotte, NC, USA, New York, NY, USA |
| Salary | $125000 – $210000 |
| Type | Full-Time |
| Degrees | Master’s |
| Experience Level | Senior |
Requirements
- Master’s degree in related field or equivalent work experience
- Masters in finance or economics with demonstrated quantitative skills
- Knowledge and 5+ years of experience in building and understanding of liquidity risk management models
- Strong familiarity with the industry practices in the field and knowledge of up-to-date liquidity risk management
- Excellent written and oral communication skills with stakeholders of varying analytic skill and knowledge levels
Responsibilities
- Conduct independent testing and review of complex models used to monitor and mitigate liquidity and funding risks
- Ensure compliance with Enhanced Prudential Standards and other regulatory guidelines
- Work on models related to both banking and trading businesses of Bank of America
- Provide thought leadership and hands-on expertise in methodology, techniques, and processes in applying mathematical approaches to manage the bank’s liquidity risk models and model systems
Preferred Qualifications
- FRM and CFA certifications preferred