| Employer: | Bank of America
| Job Ref No: |
1100067738
| Job Title: |
CIG Quantitative Analyst : 1100067738
| Sector: |
Asset Management
| Sub Sector: |
Other
| Risk Type: |
Credit
| Expertise: |
Quant
|
The Corporate Investment Group (CIG) within Bank of America is seeking a quantitative analyst to join our Quantitative Finance team. CIG uses quantitative techniques extensively, and is staffed by mathematicians, statisticians, economists, traders and programmers that apply quantitative methods to management of Bank of America's investment portfolio. CIG designs and implements a suite of complex valuation tools and models. These models drive the valuation of mortgage servicing, mortgage-backed securities and whole loan portfolios. Additionally, CIG provides analytics for a wide range of processes, including: trading decisions, primary mortgage pricing and rate setting, loss forecasting, business strategy and ad hoc financial decisions at the highest level of the Bank.
The candidate will join the Quantitative Finance team and will assist Senior Model Developers with model development, testing and documentation. Qualifications
Required Skills :
- Advanced degree in a Quantitative field
- Experience with or academic exposure to statistics, time series analysis, financial theory, derivatives pricing, stochastic calculus and other quantitative analytical techniques
- Excellent writing skills; management-level presentation preparation
- Ability to analyze complex quantitative theory and code and organize into a comprehensive documentation package subject to independent review
- Understanding of economic and financial markets
- Strong attention to detail
- Ability to work well in a cooperative, time-sensitive, market-driven environment
- Ability to manage multiple priorities with minimal supervision
- Ability to work individually and with the group on complex problem solving; analytical skills, critical thinking and a strong desire to learn
Desired Skills :
- Experience in the mortgage or credit industry, is preferred
- Experience with C++, R, or Perl in Unix/Linux environment
- Expertise using Microsoft Office, LaTEK and SciWord
| Region/Country: |
Americas, United States
| States/Counties: |
Georgia
| City: |
ATLANTA
| Address: | | Post Date: | 02/09/2012 |
