Sr. Quantitative Finance Analyst - Liquidity Model Validation

ndependent 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 bank's liquidity risk models and model systems.

Minimum Education Requirement: Master's degree in related field or equivalent work experience

Required Qualifications:

• Masters in finance or economics with demonstrated quantitative skills.

• FRM and CFA certifications preferred.

• 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.

Skills:

• Critical Thinking

• Quantitative Development

• Risk Analytics

• Risk Modeling

• Technical Documentation

• Adaptability

• Collaboration

• Problem Solving

• Risk Management

• Test Engineering

• Data Modeling

• Data and Trend Analysis

• Process Performance Measurement

• Research

• Written Communications

Shift:
1st shift (United States of America)

Hours Per Week:
40

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