22 days old
2018-07-302018-08-29

Sr Quantitative Finance Analyst/C++ Developer

Charlotte, NC 28230
**Job Description:**



Bank of America is looking for a highly skilled Senior Quantitative Finance Analyst/ C++ developer to join the Consumer Retail Analytics team in the Global Risk Analytics organization. The team produces, supports and runs econometric models for mortgages, credit cards, vehicle loans and deposit overdrafts. These models are used for stress testing, valuation, risk management, capital and liquidity planning, underwriting and other strategic or day-to-day decision-making purposes.



The work is fast-paced and intellectually challenging, and the team has frequent interactions with senior bank management and regulatory agencies to continuously improve our models and adapt to changing market and regulatory needs.



Candidates need not have previous finance experience but will be expected to quickly develop acumen and intuition for financial risk models. Candidates will build their advanced programming skills and work with staff in Corporate Investments, Balance Sheet Management, Model Risk Management and internal/external audit.



Responsibilities include:



Ownership and responsibility for subset of models



Management of junior staff



Understanding financial and business rationale behind models and being able to interpret model results and limitations critically



Designing and implementing flexible, maintainable, correct and efficient C++ code



Studying and understanding technical model documents from team of statisticians



Updating C++ and configuration files to match new/updated credit/prepayment/cash flow models



Testing and debugging code to ensure correctness over wide range of inputs



Reviewing, refactoring and optimizing existing code



Participating in peer code reviews and collaborative development with other developers and quantitative finance analysts



Supporting model users and assisting in development of production processes



Required Skills:



Degree in a technical field (Finance, Math, Engineering, Physics, Computer Science)



5 years professional experience writing maintainable and efficient C++ (fewer years accepted with applicable postgraduate degree)



Ability to direct junior developers and review their code



Ability to work independently, with minimal supervision



Strong mathematical/quantitative skills, including statistics, calculus and linear algebra



Extensive experience with object oriented design, STL and templates



Strong attention to detail



Unit/regression testing



Ability to visualize and manipulate data using Excel



Good verbal/written communication skills



Willingness to learn and share knowledge



Comfort in working in a team environment



Good scripting skills (Python/Perl/Lua/Bash etc)



Good knowledge of database software and reporting tools, SQL, Tableau etc



Comfort working in the Linux/Unix command line



Desired Skills:



Postgraduate degree in a technical field



Modern C++ (C++11, Boost) experience



Experience with statistical software (SAS, R, etc)



Source control experience (SVN/Perforce/Git preferred)



Experience in competing risk models, financial theory, economics, derivatives pricing, stochastic calculus or machine learning.



Experience of Monte Carlo Simulation



Experience with parallel/cluster computing (using Spark, Hadoop, MapReduce, SLURM, Hive etc)



Experience working with very large data sets



Experience with performance optimization and profilers (gprof, VTune etc)



Ability to multitask and properly prioritize multiple projects



**Posting Date** : 07/27/2018



**Location** :

Atlanta, GA, Atlanta Plaza, 600 Peachtree St NE,

Charlotte, NC, BANK OF AMERICA CORPORATE CENTER, 100 N TRYON ST,

McLean, VA, WESTPARK BC, 8300 GREENSBORO DR,

- United States



**Travel** : No



**Full / Part-time** : Full time



**Hours Per Week** : 40



**Shift** : 1st shift



**Assistance for Applicants with Disabilities**



Bank of America is committed to ensuring that our online application process provides an equal employment opportunity to all job seekers, including individuals with disabilities. If you believe you need a reasonable accommodation in order to search for a job opening or to submit an application, please visit the Applicants with Disabilities page at http://careers.bankofamerica.com/us/applicants-with-disabilities .



**Diversity & Inclusion**



At Bank of America, our commitment to diversity and inclusion is helping us to create not only a great place to work, but also an environment where our employees, our customers and our communities around the world can reach their goals and connect with each other. All qualified applicants will receive consideration for employment without regard to race, color, religion, gender, gender identity or expression, sexual orientation, national origin, genetics, disability, age, or veteran status.



**Frequently Asked Questions**



Need to know how to apply online, view a list of your submitted job applications or reset your password? Visit our FAQ at http://careers.bankofamerica.com/us/faq section for answers to these questions and more.

Categories

Success begins with building relationships.

At Bank of America, our customers are at the center of everything we do. Our focus is on helping each one find the right financial solutions. With a wide range of career opportunities available, we invite you to realize your career goals with us while assisting customers with what matters most to them.

Welcome to Careers at Bank of America.


Before you go...

Our free job seeker tools include alerts for new jobs, saving your favorites, optimized job matching, and more! Just enter your email below.

Share this job:

Sr Quantitative Finance Analyst/C++ Developer

Bank of America
Charlotte, NC 28230

Join us to start saving your Favorite Jobs!

Sign In Create Account
Powered ByCareerCast