15 hours
2018-05-242018-06-23

Quantitative Finance Analyst/C++ Developer

Bank of America
McLean, VA
  • Job Code
    bankofamerica-18009788McLeanVA
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Company Bank of America

Job Title Quantitative Finance Analyst/C++ Developer

Jobid bankofamerica-18009788McLeanVA

Location: McLean, VA, 22106, USA

Description **Job Description:**



Bank of America is looking for a highly skilled C++ developer to join the Consumer Retail Analytics team in the Global Risk Analytics organization. The team produces, supports and runs econometric models for mortgages, credit cards, vehicle loans and deposit overdrafts. These models are used for stress testing, valuation, risk management, capital and liquidity planning, underwriting and other strategic or day-to-day decision-making purposes.



The work is fast-paced and intellectually challenging, and the team has frequent interactions with senior bank management and regulatory agencies to continuously improve our models and adapt to changing market and regulatory needs.



Candidates need not have previous finance experience but will be expected to quickly develop acumen and intuition for financial risk models. Candidates will build their advanced programming skills and work with staff in Corporate Investments, Balance Sheet Management, Model Risk Management and internal/external audit.



Responsibilities include:



• Designing and implementing flexible, maintainable, correct and efficient C++ code



• Studying and understanding technical model documents from team of statisticians



• Updating C++ and configuration files to match new/updated credit/prepayment/cash flow models



• Testing and debugging code to ensure correctness over wide range of inputs



• Reviewing, refactoring and optimizing existing code



• Participating in peer code reviews and collaborative development with other developers and quantitative finance analysts



• Supporting model users and assisting in development of production processes



Required Skills:



• Degree in a technical field (Finance, Math, Engineering, Physics, Computer Science)



• 3 years professional experience writing maintainable and efficient C+• Strong mathematical skills, including statistics, calculus and linear algebra



• Strong mathematical/quantitative skills, including statistics, calculus and linear algebra



• Extensive experience with object oriented design, STL and templates



• Strong attention to detail



• Unit/regression testing



• Ability to visualize and manipulate data using Excel



• Good verbal/written communication skills



• Willingness to learn and share knowledge



• Comfort in working in a team environment



• Basic scripting skills (Python/Perl/Lua/Bash etc)



Desired Skills:



• Postgraduate degree in a technical field



• Modern C++ (C++11, Boost) experience



• Experience with statistical software (SAS, R, etc)



• Source control experience (SVN/Perforce/Git preferred)



• Experience in competing risk models, financial theory, economics, derivatives pricing, stochastic calculus or machine learning.



• Experience of Monte Carlo Simulation



• Experience with parallel/cluster computing (using Spark, Hadoop, MapReduce, SLURM, Hive etc)



• Experience working with very large data sets



• Experience with performance optimization and profilers (gprof, VTune etc)



• Ability to multitask and properly prioritize multiple projects



• Comfort working in the Linux/Unix command line



• Working knowledge of database software and reporting tools, such as SQL, Tableau, Hive etc



**Posting Date** : 02/20/2018



**Location** :

Atlanta, GA, Atlanta Plaza, 600 Peachtree St NE,

Charlotte, NC, BANK OF AMERICA CORPORATE CENTER, 100 N TRYON ST,

McLean, VA, WESTPARK BC, 8300 GREENSBORO DR,

- United States



**Travel** : No



**Full / Part-time** : Full time



**Hours Per Week** : 40



**Shift** : 1st shift



**Assistance for Applicants with Disabilities**



Bank of America is committed to ensuring that our online application process provides an equal employment opportunity to all job seekers, including individuals with disabilities. If you believe you need a reasonable accommodation in order to search for a job opening or to submit an application, please visit the Applicants with Disabilities page at http://careers.bankofamerica.com/us/applicants-with-disabilities .



**Diversity & Inclusion**



At Bank of America, our commitment to diversity and inclusion is helping us to create not only a great place to work, but also an environment where our employees, our customers and our communities around the world can reach their goals and connect with each other. All qualified applicants will receive consideration for employment without regard to race, color, religion, gender, gender identity or expression, sexual orientation, national origin, genetics, disability, age, or veteran status.



**Frequently Asked Questions**



Need to know how to apply online, view a list of your submitted job applications or reset your password? Visit our FAQ at http://careers.bankofamerica.com/us/faq section for answers to these questions and more.



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Quantitative Finance Analyst/C++ Developer

Bank of America
McLean, VA

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Bank of America
McLean, VA

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