Intermediate Quant Analyst, CIO Intermediate Quant Analyst, CIO …

Bank of America Merrill Lynch
in New York, NY
Permanent, Full time
Last application, 22 Sep 21
Competitive
Bank of America Merrill Lynch
in New York, NY
Permanent, Full time
Last application, 22 Sep 21
Competitive
Intermediate Quant Analyst, CIO
Job Description:

CIO Portfolio Construction & Investment Analytics Team
The CIO Portfolio Construction & Investment Analytics team designs and delivers robust and innovative quantitative investment strategies, rules-based model portfolios and validated analytical models at scale to help our clients achieve their financial goals across all GWIM channels (Merrill, Institutional, Private Bank, RPWS).

Intermediate Quant Analyst
The primary objective of the role is to create, enhance, implement and maintain quantitative models for a broad range of investment analytics which include, but are not limited to, goals based investment and wealth management, quantitative asset allocation, portfolio analytics, product modeling, risk analytics and performance analytics. Must be analytically strong and results oriented. Must communicate clearly in an audience-appropriate manner to influence via expertise and to earn the trust of key stakeholders. Must work transparently and collegially as a team player. Will be required to develop and manage stakeholder relationships across the Bank with a wide variety of partners.

Required Experience
  • BS/MS/PhD in Computer Science, Mathematics, Engineering, Statistics or equivalent background from a top-tier institution
  • Experience in quantitative investment modeling and investment analytics, including optimization, probability, statistics, econometrics, applied math, machine learning, factor models, quantitative risk and portfolio management
  • Able to work with minimum supervision in a fast-paced and challenging environment; a team-player with ability to build relationships across the Bank of America
  • Innovative problem solving skills with demonstrable interest in prototyping and delivering proof of concept while evaluating alternative solutions
  • Excellent communication and presentation skills: the ability to translate complex quantitative concepts into common-sense terms and thinking.
  • Ability to be self-motivated and a desire to learn new skills and capabilities
  • Experience with Matlab, Python (NumPy, SciPy, pandas), R or similar quantitative stack
  • Experience with Data Visualization, Data Science is a plus
  • Outstanding coding, debugging, and analytical skills
  • Motivated by the transformational effects of technology-at-scale
  • Knowledge of financial markets, economic movements and trends, portfolio management concepts, market risk management
  • Proficiency with, or the ability to quickly learn and adapt to tools such as Factset, Barra, Risk Metrics, Bloomberg and Morningstar Direct
  • CFA / GARP desired but not required
  • Series 7, 63 and 65 (or Series 7 and 66) required (may gain licenses after start - unlicensed candidates may be considered if willing to obtain licenses after start date)


Job Band:
H5

Shift:
1st shift (United States of America)

Hours Per Week:
40

Weekly Schedule:

Referral Bonus Amount:
0
--> Job Description:

CIO Portfolio Construction & Investment Analytics Team
The CIO Portfolio Construction & Investment Analytics team designs and delivers robust and innovative quantitative investment strategies, rules-based model portfolios and validated analytical models at scale to help our clients achieve their financial goals across all GWIM channels (Merrill, Institutional, Private Bank, RPWS).

Intermediate Quant Analyst
The primary objective of the role is to create, enhance, implement and maintain quantitative models for a broad range of investment analytics which include, but are not limited to, goals based investment and wealth management, quantitative asset allocation, portfolio analytics, product modeling, risk analytics and performance analytics. Must be analytically strong and results oriented. Must communicate clearly in an audience-appropriate manner to influence via expertise and to earn the trust of key stakeholders. Must work transparently and collegially as a team player. Will be required to develop and manage stakeholder relationships across the Bank with a wide variety of partners.

Required Experience
  • BS/MS/PhD in Computer Science, Mathematics, Engineering, Statistics or equivalent background from a top-tier institution
  • Experience in quantitative investment modeling and investment analytics, including optimization, probability, statistics, econometrics, applied math, machine learning, factor models, quantitative risk and portfolio management
  • Able to work with minimum supervision in a fast-paced and challenging environment; a team-player with ability to build relationships across the Bank of America
  • Innovative problem solving skills with demonstrable interest in prototyping and delivering proof of concept while evaluating alternative solutions
  • Excellent communication and presentation skills: the ability to translate complex quantitative concepts into common-sense terms and thinking.
  • Ability to be self-motivated and a desire to learn new skills and capabilities
  • Experience with Matlab, Python (NumPy, SciPy, pandas), R or similar quantitative stack
  • Experience with Data Visualization, Data Science is a plus
  • Outstanding coding, debugging, and analytical skills
  • Motivated by the transformational effects of technology-at-scale
  • Knowledge of financial markets, economic movements and trends, portfolio management concepts, market risk management
  • Proficiency with, or the ability to quickly learn and adapt to tools such as Factset, Barra, Risk Metrics, Bloomberg and Morningstar Direct
  • CFA / GARP desired but not required
  • Series 7, 63 and 65 (or Series 7 and 66) required (may gain licenses after start - unlicensed candidates may be considered if willing to obtain licenses after start date)


Job Band:
H5

Shift:
1st shift (United States of America)

Hours Per Week:
40

Weekly Schedule:

Referral Bonus Amount:
0
Job Description:

CIO Portfolio Construction & Investment Analytics Team
The CIO Portfolio Construction & Investment Analytics team designs and delivers robust and innovative quantitative investment strategies, rules-based model portfolios and validated analytical models at scale to help our clients achieve their financial goals across all GWIM channels (Merrill, Institutional, Private Bank, RPWS).

Intermediate Quant Analyst
The primary objective of the role is to create, enhance, implement and maintain quantitative models for a broad range of investment analytics which include, but are not limited to, goals based investment and wealth management, quantitative asset allocation, portfolio analytics, product modeling, risk analytics and performance analytics. Must be analytically strong and results oriented. Must communicate clearly in an audience-appropriate manner to influence via expertise and to earn the trust of key stakeholders. Must work transparently and collegially as a team player. Will be required to develop and manage stakeholder relationships across the Bank with a wide variety of partners.

Required Experience
  • BS/MS/PhD in Computer Science, Mathematics, Engineering, Statistics or equivalent background from a top-tier institution
  • Experience in quantitative investment modeling and investment analytics, including optimization, probability, statistics, econometrics, applied math, machine learning, factor models, quantitative risk and portfolio management
  • Able to work with minimum supervision in a fast-paced and challenging environment; a team-player with ability to build relationships across the Bank of America
  • Innovative problem solving skills with demonstrable interest in prototyping and delivering proof of concept while evaluating alternative solutions
  • Excellent communication and presentation skills: the ability to translate complex quantitative concepts into common-sense terms and thinking.
  • Ability to be self-motivated and a desire to learn new skills and capabilities
  • Experience with Matlab, Python (NumPy, SciPy, pandas), R or similar quantitative stack
  • Experience with Data Visualization, Data Science is a plus
  • Outstanding coding, debugging, and analytical skills
  • Motivated by the transformational effects of technology-at-scale
  • Knowledge of financial markets, economic movements and trends, portfolio management concepts, market risk management
  • Proficiency with, or the ability to quickly learn and adapt to tools such as Factset, Barra, Risk Metrics, Bloomberg and Morningstar Direct
  • CFA / GARP desired but not required
  • Series 7, 63 and 65 (or Series 7 and 66) required (may gain licenses after start - unlicensed candidates may be considered if willing to obtain licenses after start date)


Shift:
1st shift (United States of America)

Hours Per Week:
40
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