AVP; Quantitative Services Professional sought by Bank of America N.A. 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 w/ other business partners for the successful completion of projects. Reqs: Master's or equiv. & 1 yr 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. Ref#5958978 & submit resume to Bank of America N.A. NY1-544-06-03, 1114 Avenue of the Americas, New York, NY 10036. No phone calls or emails. EOE.
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