VP; Quantitative Services Professional

BofA Securities, Inc. has an opportunity for a VP; Quantitative Services Professional to apply intimate mechanics & financial mathematics of derivative valuation engine’s that provides risk, PV, & P&L output for the bank’s CVA, FVA-U & FVA-C. Validate model changes by providing analysis for P&L & Risk Coordinate with other business partners for the successful completion of projects. Remote work may be permitted w/in a commutable distance from the worksite. Reqs: Master’s degree or equiv. & 3 yrs exp. in: Quantifying risk & exposure in various derivative categories such as Interest Rate, FX, or Commodity & Equity; Implementing & Testing Market Risk xVA models using Python, VBA & SQL. Job Site: Chicago, IL. Req#24004708. If interested apply online at www.bankofamerica.com/careers or email your resume to bofajobs@bofa.com & reference the job title of the role & requisition number. No phone calls. EOE.