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Bank of America N.A. has an opportunity for a VP; Sr Quantitative Fin Analyst to mitigate risk stemming from the use of models required to support trading activities in Equities & Commodities businesses incl. pricing & feeder models. Understand internal model risk policy & associated procedures. Reqs: Doctorate or equiv. & 1 yr exp. in: Implementing stand-alone model testing environments using Monte-Carlo techniques, stochastic calculus & statistical analysis; Validating models & conducting in-depth ad-hoc analysis related to markets events or decisions that affect model risk. Salary: $152,000 - $205,000/year. Job Site: Jersey City, NJ. To apply please submit resume to BofAjobs@bofa.com and include Ref#6745720. No phone calls. EOE.