Associate, Quantitative Developer/Strat - Rates Associate, 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, 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 core interest rate framework in Quartz (our strategic front to back pricing/risk system), we maintain the rates instruments, markets models and pricing model Python APIs. As a core team we support many other user facing technology and QSG teams, and interact with the business on a few strategic applications. 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 rather than the easiest. 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. Java/C++ and a scripting style language i.e. Python/Javascript. Your code should be clear, concise, well-structured and maintainable.
  • Knowledge or an interest in Finance / Markets. Although prior experience is not necessary you should be able to explain what an option or bond 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 within collaboratively a team context depending on the project.
  • Prior experience with Athena/SecDB/Beacon style platforms, or some of their underlying concepts such as graph based functional programming.
  • Enthusiasm about creating long-lasting technology using modernized tools and standards


Job Band:
H6

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 core interest rate framework in Quartz (our strategic front to back pricing/risk system), we maintain the rates instruments, markets models and pricing model Python APIs. As a core team we support many other user facing technology and QSG teams, and interact with the business on a few strategic applications. 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 rather than the easiest. 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. Java/C++ and a scripting style language i.e. Python/Javascript. Your code should be clear, concise, well-structured and maintainable.
  • Knowledge or an interest in Finance / Markets. Although prior experience is not necessary you should be able to explain what an option or bond 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 within collaboratively a team context depending on the project.
  • Prior experience with Athena/SecDB/Beacon style platforms, or some of their underlying concepts such as graph based functional programming.
  • Enthusiasm about creating long-lasting technology using modernized tools and standards


Job Band:
H6

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 core interest rate framework in Quartz (our strategic front to back pricing/risk system), we maintain the rates instruments, markets models and pricing model Python APIs. As a core team we support many other user facing technology and QSG teams, and interact with the business on a few strategic applications. 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 rather than the easiest. 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. Java/C++ and a scripting style language i.e. Python/Javascript. Your code should be clear, concise, well-structured and maintainable.
  • Knowledge or an interest in Finance / Markets. Although prior experience is not necessary you should be able to explain what an option or bond 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 within collaboratively a team context depending on the project.
  • Prior experience with Athena/SecDB/Beacon style platforms, or some of their underlying concepts such as graph based functional programming.
  • Enthusiasm about creating long-lasting technology using modernized tools and standards


Shift:
1st shift (United States of America)

Hours Per Week:
40
Bank of America Merrill Lynch logo
More Jobs Like This
See more jobs
Close
Loading...
Loading...