VP; Sr Quant Inv Analyst

Merrill Lynch

New York, NY

JOB DETAILS
SALARY
$230,000–$253,000 Per Year
SKILLS
Analysis Skills, Bayesian Networks, Construction, Dynamic Bayesian Network, Forecasting, Investment Analysis, Investment Strategy, Markov Chains, Model Validation, Monte Carlo Method, Portfolio Analysis, Private Banking, Risk, Stochastic Analysis, Strategic Planning
LOCATION
New York, NY
POSTED
Today

VP; Sr Quant Inv Analyst sought by Merrill Lynch to create, enhance, implement, & maintain quantitative models for a broad range of investment analytics which include, but are not limited to, goals-based investment & wealth mgmnt, quantitative asset allocation, portfolio construction & analytics, product modeling, quantitative investment strategy development & implementation, risk & return forecasting, performance attribution, & other wealth mgmnt analytics. Design & deliver robust & innovative quantitative investment strategies, rules-based model portfolios, & validated analytical models at scale to help our clients achieve their financial goals across all GWIM channels (Merrill, Edge, Institutional, Private Bank, Retirement & Personal Wealth Services). Reqs: Master's or equiv. & 3 yrs exp. in: Developing

non-Gaussian stochastic models specifically jump-diffusion processes, Levy processes, & fractional Brownian incl. dynamics of wealth accumulation & consumption incorporating

entropy-based measures; Developing dynamic Bayesian inference techniques incl. Markov Chain Monte Carlo methods for state-space models. Salary: $230,000 - $253,000/year. Job Site: New York, NY. Req#26016830. If interested apply online at www.bankofamerica.com/careers or email your resume to

bofajobs@bofa.com

& reference the job title of the role & requisition number. No phone calls. EOE.

About the Company

M

Merrill Lynch