1+ months

Quantitative Finance Analyst/C++ Developer

McLean, VA 22106
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**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** : 07/25/2018

**Location** :

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



- 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.

Success begins with building relationships.

At Bank of America, our customers are at the center of everything we do. Our focus is on helping each one find the right financial solutions. With a wide range of career opportunities available, we invite you to realize your career goals with us while assisting customers with what matters most to them.

Welcome to Careers at Bank of America.

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Quantitative Finance Analyst/C++ Developer

Bank of America
McLean, VA 22106

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