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VP/Quantitative Finance Analyst
VP/Quantitative Finance Analyst sought by Bank of America, N.A. to review & challenge model assumptions & limits, theoretic framework, mathematical derivation, development evidence, implementation of the models covered by the team. Perform independent testing to assess & quantify model risks for the models covered by the team. Reqs: Master’s degree or equiv. & 2 yrs exp. in: Utilizing & understanding of financial math knowledge, incl stochastic calculus & probability theory; Using strong derivative pricing & modelling skills, incl term structure & credit default modelling. Job Site: Charlotte, NC. Ref# 6075217& submit resume to Bank of America, N.A. NY1-544-06-03, 1114 Avenue of the Americas, NY, NY 10036. No phone calls or emails. EOE.


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