VP; Structurer sought by BofA Securities, Inc. to develop & implement quantitative modeling frameworks to design, evaluate, & optimize systematic equity volatility strategies, leveraging time-series analysis, statistical modeling, machine learning techniques, & regime-switching approaches. Research, construct, & evaluate equity volatility- based strategies, incl. yield-oriented volatility alpha & relative value strategies, utilizing index options, single- stock options, & volatility-linked derivatives to achieve defined risk-return objectives. Remote work may be permitted w/in a commutable distance from the worksite. Reqs: Master's or equiv. & 3 yrs exp. in: Utilizing advanced quantitative modeling & data science principles, incl. timeseries analysis, machine learning, & deep learning, to develop quantitative forecasting frameworks for volatility driven risk, drawdowns, & adverse portfolio outcomes; Applying statistical, econometric, & predictive analytics techniques to largescale financial datasets to extract insights, identify trends, quantify risk exposures, & assess portfolio level performance across different market regimes. Salary: $225,000 - $225,000/year. Job Site: New York, NY. Req# . EOE.
#J-18808-LjbffrVP; Structurer in new york at Unknown Company
This position is listed as full time and able to be worked remotely.