At a Glance
- Tasks: Develop Python solutions and implement market models for risk management.
- Company: Join Bank of America, a leading financial institution in London.
- Benefits: Competitive salary, career growth, and collaborative work environment.
- Other info: Opportunity to collaborate with key teams and enhance your expertise.
- Why this job: Make an impact on market risk methodologies across various asset classes.
- Qualifications: Masters/PhD in quantitative fields and strong programming skills in Python, SQL, and C++.
The predicted salary is between 60000 - 80000 Β£ per year.
Bank of America is seeking a highly skilled Risk Quant to join their Quantitative Strategies & Data Group in London. The role involves developing Python-based solutions, implementing market models, and ensuring compliance with regulatory standards.
Ideal candidates should have a Masters/PhD in quantitative fields and proficient programming skills in Python, SQL, and C++.
This position offers the chance to work across multiple asset classes and collaborate with key teams to enhance market risk methodologies.
We think you need these skills to ace Risk Quant β Quant Strategies & Data Group in London
Python
SQL
C++
Quantitative Analysis
Market Modelling
Regulatory Compliance
Risk Management