- Validate XVA and Counterparty Credit Risk system models and feeder models of bank's counterparty systems developed by Quantitative Strategy Group and Global Risk Analytics, including all asset classes: IR (Interest Rates), FX (Foreign Exchange), Inflation, Equity, Commodity, Credit, Mortgage, as well as collateral exposure modelling.
- Review the underlying assumptions, theory, derivation, empirical evidence, implementation and limitations of the model being validated
- Perform independently testing to identify/quantify model risk associated with the model being validated
- Work closely with the model stakeholders (business, Market Risk, Finance/PVG and other control functions) with respect to compensating controls of the models and communication of validation outcomes
- Maintain a sub-portfolio of model inventory and perform annual model reviews, on-going monitoring reviews, Required Actions Items closure and etc.
- Strong candidates with Masters' degree in same fields with seasoned industry experience will also be considered.
- You will have excellent skills in written and verbal communication, and the ability to collaborate at senior level.
- You will have a deep understanding of financial mathematics including stochastic calculus and probability theory, as well as derivative pricing and risk models including interest rates and credit risk modelling.
- You will have solid experience in developing Pricing Models or Market Risk Models
- Experience with communicating technical questions, verbally and in writing, to non-technical audience is a plus.
- Strong coding ability in Python or R, knowledge of LaTeX document preparation system would be advantageous
- Competitive pension plan, life assurance and group income protection cover if you become unable to work as a result of a disability or health reasons
- 20 days of back-up childcare including access to school holiday clubs and 20 days of back-up adult care per annum
- The ability to change your core benefits as well as the option of selecting a variety of flexible benefits to suit your personal circumstances including access to a wellbeing account, travel insurance, critical illness etc.
- Access to an emotional wellbeing helpline, mental health first aiders and virtual GP services.
- Access to an Employee Assistance Program for confidential support and help for everyday matters
- Ability to donate to charities of your choice directly through payroll and the bank will match your contribution
- Opportunity to access our Arts & Culture corporate membership program and receive discounted entry to some of the UK's most iconic cultural institutions and exhibitions.
- Opportunity to give back to your community, develop new skills and work with new groups of people by volunteering in your local community.
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Senior Finance Analyst - Bromley, Greater London, United Kingdom - Bank of America
Description
Job Title:
Quantitative Finance Analyst
At Bank of America, we are guided by a common purpose to help make financial lives better through the power of every connection.
Responsible Growth is how we run our company and how we deliver for our clients, teammates, communities and shareholders every day.
We hire individuals with a broad range of backgrounds and experiences and invest heavily in our teammates and their families by offering competitive benefits to support their physical, emotional, and financial well-being.
Working at Bank of America will give you a great career with opportunities to learn, grow and make an impact, along with the power to make a difference.
Join our bustling Bromley office, situated in one of London's greenest boroughs. This job is responsible for conducting quantitative analytics and modeling projects for specific business units or risk types. Job expectations include having a broad knowledge of financial markets and products.As a Quantitative Finance Analyst you will;
Skills that will help:
Bank of America:
Private healthcare for you and your family plus an annual health screen to help you manage your physical wellness with the option to purchase a screen for your partner
Bank of America:
Good conduct and sound judgment is crucial to our long term success.
It's important that all employees in the organisation understand the expected standards of conduct and how we manage conduct risk.
Individual accountability and an ownership mind-set are the cornerstones of our Code of Conduct and are at the heart of managing risk well.
We are an equal opportunities employer and ensure that no applicant is subject to less favourable treatment on the grounds of sex, gender identity or gender reassignment, marital or civil partner status, race, religion or belief, colour, nationality, ethnic or national origins, age, sexual orientation, pregnancy or maternity, socio-economic background, responsibility for dependents or physical or mental disability.
The Bank selects candidates for interview based on their skills, qualifications and experience.