Quantitative Analyst

4 days ago


Gurgaon, Haryana, India Bank of America Full time

Company Overview: Bank of America is a leading financial institution serving individual consumers, small and middle-market businesses, and large corporations with a full range of banking, investing, asset management, and other financial and risk management products and services.

Job Summary: We are seeking a seasoned Senior Manager to lead our Stress Testing and Forecasting Analytics team in Global Markets. The successful candidate will have a deep understanding of modeling econometric forecasting, R coding knowledge, and a good knowledge of the regulatory framework.

Key Responsibilities:

  • Build and maintain quantitative and qualitative forecasting models for various global markets businesses as needed.
  • Owning all inputs that go into regulatory submissions such as CCAR, Recovery and Resolution Planning from a GBS perspective for specific desks businesses.
  • Ensuring the integrity of the data and infrastructure that the global Stress testing team relies on for the quarterly forecast process.

Requirements:

  • Qualified PhD, MBA, or Master's in a Quantitative Field from Tier I/II institute with relevant experience in Stress Testing and Forecasting Analytics in Global Markets environment and organization of similar scale.
  • CFA, FRM certified candidates would be preferred.
  • Strong Programming Knowledge, R or Python would be a plus.
  • Experience Range 6 years with at least 2 years experience in Global Markets Stress Testing Forecasting Analytics role.


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