Quantitative Finance Analyst

  • Competitive
  • London, England, Großbritannien London England GB
  • Festanstellung, Vollzeit
  • Bank of America Merrill Lynch
  • 20 Jun 18 2018-06-20

Quantitative Finance Analyst

Job Description:
Corporate Title: Up to Vice President
Location: London
Line of Business: Global Risk

Here in our Bromley office we want to hire a dedicated and talented Associate to become part of our dynamic, vibrant risk environment. You will aid in the deliverables related to market risk analytics within GRA. The role involves helping build a tool which can compare the official value-at-risk model with a proposed method based on fully revaluing a target portfolio.

All development is on the firm's strategic Python-based graph/database risk system. Market risk from all asset classes are under consideration including equities, credit, IR, FX. Although you are not expected to have detailed product and model knowledge across all of these elements, general knowledge of global markets is critical.

Global Risk Management is responsible for implementing meaningful risk management measures which include: establishing policies, standards and risk management programmes; assessing programme adherence; providing company-level risk oversight; monitoring and reporting systemic and emerging risk issues; and ensuring risk profiles remain within specified limits and align with the company's risk appetite.

What will your main responsibilities involve?

  • Detailed build and development of a market risk system focused on model analysis
  • Work alongside experienced quant/developers within global risk analytics
  • Assist in high profile regulatory focused deliverables
  • Opportunity to work on a large market risk system and gain cross asset pricing and modelling knowledge

What skills and qualifications will you ideally possess?
  • Bachelor's degree, or equivalent experience, with a quantitative emphasis in areas such as mathematics, engineering, or computer science
  • Excellent computer programming skills with meaningful industry experience
  • You are a great teammate, and can contribute to building a positive team environment
  • Can effectively use modern software development and lifecycle tools enabling strong source control and code review
  • Solid analytical skills; you are a keen problem solver and can take on issues independently
  • Ability to get to grips with a large and complicated systems
  • Great interpersonal and communication skills, including the ability to write clear and concise documentation
  • You can work in well with existing systems while still finding a way to impart a personal style

About Bank of America Merrill Lynch
Bank of America is one of the world's leading financial institutions, serving individual consumers, small- and middle-market businesses, large corporations and governments with a full range of financial and risk management products and services. Bank of America Merrill Lynch is the marketing name for the global banking and markets businesses.
The company has had a presence in EMEA since 1922. With offices in 23 countries on three continents, it offers an integrated and comprehensive set of products and services across Global Corporate and Investment Banking, Global Markets and Consumer Card, serving the needs of individual, corporate, institutional and government clients, combining the best of local knowledge and global expertise. Developing solutions for social and environmental challenges is at the core of Bank of America Merrill Lynch's responsibility platform. In more than 90 countries around the world, we partner with employees, clients and stakeholders to help make financial lives better.

Apply
If you're interested in this opportunity please send your details to us by applying online.
Good conduct and sound judgment is crucial to our long term success. It's important that all employees in the organisation understand the expected standards of conduct and how we manage conduct risk. Individual accountability and an ownership mindset are the cornerstones of our Code of Conduct and are at the heart of managing risk well.
We are an equal opportunities employer, and ensure that no applicant is subject to less favourable treatment on the grounds of gender, gender identity, marital status, race, colour, nationality, ethnic or national origins, age, sexual orientation, socio-economic background, responsibilities for dependants, physical or mental disability. The Bank selects candidates for interview based on their skills, qualifications and experience.
As part of our standard hiring process to manage risk, please note background screening checks will be conducted on all hires before commencing employment.