Associate/VP, Quantitative Developer/Strat - Rates Associate/VP, Quantitative Developer/Strat - Rates …

Bank of America Merrill Lynch
in New York, NY
Permanent, Full time
Be the first to apply
Competitive
Bank of America Merrill Lynch
in New York, NY
Permanent, Full time
Be the first to apply
Competitive
Associate/VP, Quantitative Developer/Strat - Rates
Job Description:

The Quantitative Strategies Group (QSG) is a part of the Global Markets business of Bank of America. We provide quantitative and technical solutions to trading desks, helping them provide accurate and fast quotes to clients and to manage their risk and PnL. We closely monitor and support the use of our solutions within the regulatory environment in which the business operates.

The Role
Our team supports the linear rates business in America and we are involved in all aspects of their business from curve building, intraday risk and pnl, as well as voice and electronic pricing. As a QSG team with focus on linear rates, we develop analytics in C++ and deliver those to the business via Quartz (our strategic front to back python based pricing and risk system). We are looking for strong developer who understands the underlying financial and mathematical concepts of the code they write. You must have a passion for powerful yet user friendly APIs and discipline in working towards the best technical solution/architecture. You will need to balance pragmatic and strategic implementations according to the context and business needs.

Qualifications
  • Relevant academic background in Computer Science, Mathematics, Physics or Engineering.
  • Advanced coding skills, preferably in at least one compiled OO language i.e. C++ and a scripting style language i.e. Python. Your code should be clear, concise, well-structured and maintainable.
  • Knowledge and an interest in quantitative finance. You should be able to explain what a bond, a swap, a future or a bond future is, as well as to explain what an interest rate yield curve is.

The ideal candidate will also have:
  • A proven track record of problem solving and idea generation with a commercial focus.
  • The ability to work with alone minimal supervision or collaboratively within a team depending on the project.
  • Prior experience with graph based functional programming and with machine learning technique and their application to finance is a plus.


Job Band:
H5

Shift:
1st shift (United States of America)

Hours Per Week:
40

Weekly Schedule:

Referral Bonus Amount:
0
--> Job Description:

The Quantitative Strategies Group (QSG) is a part of the Global Markets business of Bank of America. We provide quantitative and technical solutions to trading desks, helping them provide accurate and fast quotes to clients and to manage their risk and PnL. We closely monitor and support the use of our solutions within the regulatory environment in which the business operates.

The Role
Our team supports the linear rates business in America and we are involved in all aspects of their business from curve building, intraday risk and pnl, as well as voice and electronic pricing. As a QSG team with focus on linear rates, we develop analytics in C++ and deliver those to the business via Quartz (our strategic front to back python based pricing and risk system). We are looking for strong developer who understands the underlying financial and mathematical concepts of the code they write. You must have a passion for powerful yet user friendly APIs and discipline in working towards the best technical solution/architecture. You will need to balance pragmatic and strategic implementations according to the context and business needs.

Qualifications
  • Relevant academic background in Computer Science, Mathematics, Physics or Engineering.
  • Advanced coding skills, preferably in at least one compiled OO language i.e. C++ and a scripting style language i.e. Python. Your code should be clear, concise, well-structured and maintainable.
  • Knowledge and an interest in quantitative finance. You should be able to explain what a bond, a swap, a future or a bond future is, as well as to explain what an interest rate yield curve is.

The ideal candidate will also have:
  • A proven track record of problem solving and idea generation with a commercial focus.
  • The ability to work with alone minimal supervision or collaboratively within a team depending on the project.
  • Prior experience with graph based functional programming and with machine learning technique and their application to finance is a plus.


Job Band:
H5

Shift:
1st shift (United States of America)

Hours Per Week:
40

Weekly Schedule:

Referral Bonus Amount:
0
Job Description:

The Quantitative Strategies Group (QSG) is a part of the Global Markets business of Bank of America. We provide quantitative and technical solutions to trading desks, helping them provide accurate and fast quotes to clients and to manage their risk and PnL. We closely monitor and support the use of our solutions within the regulatory environment in which the business operates.

The Role
Our team supports the linear rates business in America and we are involved in all aspects of their business from curve building, intraday risk and pnl, as well as voice and electronic pricing. As a QSG team with focus on linear rates, we develop analytics in C++ and deliver those to the business via Quartz (our strategic front to back python based pricing and risk system). We are looking for strong developer who understands the underlying financial and mathematical concepts of the code they write. You must have a passion for powerful yet user friendly APIs and discipline in working towards the best technical solution/architecture. You will need to balance pragmatic and strategic implementations according to the context and business needs.

Qualifications
  • Relevant academic background in Computer Science, Mathematics, Physics or Engineering.
  • Advanced coding skills, preferably in at least one compiled OO language i.e. C++ and a scripting style language i.e. Python. Your code should be clear, concise, well-structured and maintainable.
  • Knowledge and an interest in quantitative finance. You should be able to explain what a bond, a swap, a future or a bond future is, as well as to explain what an interest rate yield curve is.

The ideal candidate will also have:
  • A proven track record of problem solving and idea generation with a commercial focus.
  • The ability to work with alone minimal supervision or collaboratively within a team depending on the project.
  • Prior experience with graph based functional programming and with machine learning technique and their application to finance is a plus.


Shift:
1st shift (United States of America)

Hours Per Week:
40
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