Associate - Structuring

can build a successful career with opportunities to learn, grow, and make an impact. Join us!

Responsibilities

• Review Market of systematic strategies to Pension Funds, Asset Managers, Family

• Offices and Insurance Carriers across regions.

• Educate sales and clients on the existing offering and new strategies.

• Develop and maintain Investible Indices Platform including all the strategies offered currently.

• Implement systematic strategies for use in FIA and RILA products.

• Explore and incorporate Machine Learning and Artificial Intelligence features into the Investible Indices quantitative strategies suite targeting more efficient stock selection, regime changes identification and enhanced asset allocation.

• Research, develop, and implement systematic solutions, running risk adjusted returns with model calibration, backtesting, statistics and simulation analysis.

• Perform advanced analysis, design, and scoring of hedging strategies and systematic hedging portfolios to deliver targeted protection while optimizing for costs.

• Perform market and risk analysis for investable indices/strategies/portfolios including Value-At-Risk, option greeks, stress-tests, market microstructure, and expected market-impact.

• Develop and maintain coding tools and models for back testing and economics/market risk analysis.

• Automate several time consuming and recurring processes using Python scripting language and Jupyter Lab coding environment.

• Remote work may be permitted within a commutable distance from the worksite.

Required Skills & Experience

• Bachelor's degree or equivalent in Applied Statistics, Finance, Economics, or related: and

• 2 years of experience in the job offered or a related Quantitative occupation.

• Must have 2 years of experience in the job offered or a related quantitative occupation. Must include 2 years of experience in each of the following:

• Researching, developing, and implementing systematic solutions, running risk adjusted returns with model calibration, backtesting, statistics and simulation analysis;

• Performing advanced analysis, design, and scoring of hedging strategies and systematic hedging portfolios to deliver targeted protection while optimizing for costs;

• Performing market and risk analysis for investable indices/strategies/portfolios including Value-At-Risk, option greeks, stress-tests, market microstructure, and expected market-impact;

• Developing and maintaining coding tools and models for back testing and economics/market risk analysis; and,

• Automating several time consuming and recurring processes using Python scripting language and Jupyter Lab coding environment.

If interested apply online at https://www.bankofamerica.com/careers or email your resume to [email protected] and reference the job title of the role and requisition number.

EMPLOYER: BofA Securities, Inc.

Shift:
1st shift (United States of America)

Hours Per Week:
40

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