Senior Quant Analyst, Commodities Derivatives Pricing

Bank of America seeks a mid-to-senior Quantitative Analyst for its Commodities Quantitative Strategies and Data Group. Focus on pricing models, volatility modelling, and analytics libraries in production.

Strong C++/Python skills, and experience with energy derivatives preferred. The role involves developing pricing models for gas, power, and other energy products, collaborating with traders and risk managers, and contributing to governance and documentation.