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Bank of America N.A. has an opportunity for a AVP/Quantitative Finance Analyst to perform in-depth analysis on the Bank’s Value at Risk (VaR) model employed for mkt risk covering backtesting, benchmarking, & sensitivity analysis. Assess Hypothetical P/L against VaR, periodic movements in VaR, treatments of risk factors & methodology. Reqs: Master’s degree or equiv. & 2 yrs exp. in: Assessing structural features & risk factors of traded products & mkt movements by leveraging outputs from front office & risk models; Estimating impact of missing risks across asset classes by assessing simulation models & approach limitations. Salary: $145,000 - $155,000/yr. Job Site: Jersey City, NJ. Req#23016440. If interested apply online at www.bankofamerica.com/careers or email your resume to bofajobs@