Quantitative Associate sought by Bank of America. Reqs: MS & 1 yr exp; & exp w/advncd Math, such as linear algbra, stochastic calc, stats Statistical mdlng & in/out smpl prfrmnc testing fixed income prdcts & respective pricing mdls; Kwldg of Mrtg Backed Scrty, & assoc mdlng such as prepymnt mdl, home price apprec mdl, or unempl rate mdl; C++ dvlpmnt in objct-oriented fashion; Python dvlpmnt in funct prgrmng style; Automated src code testing frmwrks such as unit test, regress test, & prfrmnc test SQL scrptng & rltnl DB; Intex CMO subrtns in C lang; Excel/VBA prgrmng skills; Perl//Linux/Unix shell scrptng; GUI (Grphcl User Intrfc) dvlpmnt; Src cntrl tools (CVS, SVN & Perforce). Job site: New York, NY. Ref # 8RRQ3C & submit resume to Bank of America NY1-050-03-01, 50 Rockefeller Plaza, New York, NY 10020. No phone calls or e-mails. Must be legally authorized to work in the U.S. w/o sponsorship. EOE.
Monday, March 28, 2016
Quantitative Associate, Bank of America, NY
Labels: quantitative analysis