Bank of America N.A. has an opportunity for a VP; Quantitative Finance Analyst to Produce market risk Disclosure (VaR) results & associated commentary included in publicly disclosed 10-K/10-Q filings. Produce & analyze Incremental Default Risk included as part of the annual CCAR submission. Reqs: Bach degree or equiv. & 5 yrs exp. in: Assessing the implications of new & existing traded products across Equities, Rates, FX, Commodities, Credit & Mortgages on day to day VaR & Stressed VaR calculations for market risk mgmnt; Analyzing results from complex statistical models such as regressions, historical simulations, & monte carlo simulations for financial analysis & risk mgmnt. Job Site: New York, NY. Salary: $ 185,000 – $ 190,000 per year. To apply please submit resume to BofAjobs@bofa.c
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