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Sr. Quantitative Developer : 1200005697 Job Details

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Employer:  Bank of America
Job Ref No:  1200005697
Job Title:  Sr. Quantitative Developer : 1200005697
Sector:  Capital Markets
Sub Sector:  Other
Risk Type:  Credit
Expertise:  Trading/Derivatives
Responsible for developing, modifying and/or maintaining applications in the Front Office environment. Software developers design, code, test, debug and document programs. Associates work closely with business partners in defining requirements for system applications. Associates typically have in-depth knowledge of development tools and languages. Associates are expected to have in-depth capital markets product knowledge, and manage a high level of risk. Is clearly recognized as a content expert by peers.

Specific Description:

The successful candidate will join a dynamic risk analytics development team working on a variety of projects across the risk world. Multiple opportunities exist to contribute to the team's success.

Initial responsibility is to port the derivative contract descriptions and valuation models currently resident in our Counterparty Credit Risk System into one of the Bank's official front-office valuation libraries. The original code is in Java and must be ported into a C++ library. This is primarily an analytic software development task rather than a quantitative research one, so the role requires strong developers with solid knowledge of finance rather than pure quants.

Qualifications


Required Skills:

Advanced object oriented design and development skills, principally in C++; Experience working in large software libraries; Knowledge of financial derivatives, including contract characteristics and valuation. Knowledge level is typical of that achieved with a graduate degree in financial engineering, although the degree is not a requirement.

Region/Country:  Americas, United States
States/Counties:  Illinois
City:  CHICAGO
Address: 
Post Date:  02/09/2012

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