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VP; Corp Inv Portfolio Analyst
Bank of America N.A. has an opportunity for a VP; Corp Inv Portfolio Analyst to gather data & perform financial analysis, incl. market analysis & portfolio analysis. Perform relative value analysis between & within sectors of the fixed income market. Apply APT & Factor Analysis to security selection for investment & re-investment in the Bank Liquidity Portfolio. Reqs: Master's degree or equiv. & 2 yrs exp. in: Developing back-testing & portfolio optimization framework in Python for investment allocation, performance evaluation & stress-testing incl. liability scenarios; Developing debt issuance model testing & optimization framework incl. debt issuance performance analysis, multi-counterparty balance sheet modeling & multi-period dynamic optimization. In the alt, Emp will accept a Bach


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