Job description

Bank of America’s Corporate Investment Group is seeking a Quantitative Analyst to join our team. This role will support Whole Loan Portfolio Management Group in managing fixed income portfolios through research, analysis and collaboration with internal and external modeling/capital/pricing teams. The position requires strong fix income analytical knowledge along with programming skills on diverse programming platforms. The analyst must be a self-starter who is comfortable working hands-on with market data. The analyst will work with our existing team of analysts and programmers to design and implement our suite of valuation and risk management tools. We use these tools to manage whole loan portfolio and to assist with business strategy and ad hoc financial decisions at the highest level of the Bank.

Qualifications

Experience with Perl, C++ in a UNIX/LINUX environment, SQL, VB/VBA, Excel

Understanding of economics and financial markets, especially with mortgages

MS Degree in a quantitative field

Strong attention to detail

Ability to work well in a cooperative, time-sensitive, market-driven environment

Ability to manage multiple priorities with minimal supervision

Ability to work individually and with the group on complex problem solving; analytical skills, critical thinking and a strong desire to learn

Desired Skills

Experience with or academic exposure to time series analysis, mortgage statistical modeling, financial theory, derivatives pricing and other quantitative analytical techniques

Excellent writing skills