Senior Quantitative Finance Analyst

Bank of America

. Independently conduct quantitative analytics and complex modeling projects .

Posted 10/23/2026full-timeUnited StatesSenior💰 $125,000 - $210,000 per yearWebsite

Core Competencies

Role fit

Core Competencies

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Demonstrates expertise in quantitative modeling and risk assessment, with a strong foundation in C++ and Python programming. Proven ability to communicate complex technical concepts effectively and collaborate across various teams within a global financial institution.

Highest-signal resume keywords

Quantitative ModelingC++ ProgrammingPython ProgrammingCounterparty Credit RiskModel Governance

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills

Quantitative AnalyticsComplex ModelingRisk Factor SimulationPricing ModelsBacktesting ModelsModel EnhancementPerformance TestingSoftware Development PrinciplesModel Development InfrastructureDocumentation

Soft Skills

Excellent Time ManagementPro-active BehaviorStrong Communication SkillsInterpersonal SkillsOrganizational Skills

Tools & Technologies

Model Risk ManagementMarket Risk ManagementVisualization ToolsTest HarnessesSupport Utilities

Industry Keywords

CVAIMM FrameworkFinancial InstitutionRisk Management PrinciplesIndustry Trends

Tech Stack

Tools & technologies

PythonC++

About the role

Key responsibilities & impact

Independently conduct quantitative analytics and complex modeling projects
Lead development of new and existing models
Support resolution of modeling issues, new products, and model governance processes
Develop, test, document, and maintain counterparty credit risk models
Develop risk factor simulation, pricing, aggregation, and backtesting models
Support the counterparty credit risk platform
Investigate and resolve model-related system issues
Provide quantitative support to model users
Improve model development infrastructure, including test harnesses, support utilities, and visualization tools
Partner with Capital, Risk, Technology, Model Risk Management, and Market Risk Management
Conduct model enhancement and performance testing
Prepare developmental evidence and documentation for internal and external exams
Identify common themes across global markets and improvement initiatives
Communicate analysis results to risk management, model development, model risk, senior management, and regulators
Confirm remediation of model issues before deployment
Drive incremental improvements to model performance assessment tools

Requirements

What you’ll need

Master's degree or PhD required, preferably in Mathematics, Physics or related field
5+ years’ experience working in quantitative modelling on behalf of a global financial institution
Experience with mathematically sophisticated financial modelling for pricing or counterparty risk
Ability to express technical concepts clearly in written and spoken English
Programming skills in C++ and Python
Solid understanding of sound software development principles
Ability to multitask with excellent time management skills
Focus and rigor in completion of deliverables
Pro-active behavior with capacity to seize initiative
Up-to-date knowledge of industry trends and developments
Commercial instinct and understanding of sound risk management principles
Good written and oral communication, interpersonal and organizational skills
Ability to build and maintain relationships across areas and regions
Experience working on CVA or with IMM framework

Benefits

Comp & perks

Annual discretionary incentive plan eligibility
Benefits eligibility
Paid time off
Resources and support for employees
Opportunities to learn, grow, and make an impact
Inclusive workplace culture
Physical, emotional, and financial wellness support
In-office flexibility based on role-specific responsibilities and business needs