Bank of America seeks a seasoned quantitative researcher to design and implement volatility-driven strategies and risk analytics for institutional clients. You will build end-to-end modeling frameworks, back-testing pipelines, and risk analyses using Python within a collaborative, cross-functional environment.
The role emphasizes advanced timeseries modeling, ML/deep learning techniques, and strong communication to educate stakeholders on quantitative offerings and new strategies.
#J-18808-LjbffrVP-level Quant Structurer - Equity Volatility (Remote) in new york at Unknown Company
This position is listed as full time and onsite.