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Quantitative Finance Analyst, Portfolio Analytics job in Atlanta at Bank of America

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Quantitative Finance Analyst, Portfolio Analytics at Bank of America

Quantitative Finance Analyst, Portfolio Analytics

Bank of America Atlanta, GA Full Time

Job Description:

The Enterprise Portfolio Analytics (EPA) team in Global Risk Analytics is a dynamic group that drives innovative concentration risk, portfolio surveillance using advanced analytics, and portfolio management strategies/techniques. Activities include:
• Conducting quantitative analysis and market research that have critical impact to the Bank (e.g. impact of oil price decline, risk mitigation of rising USD)
• Preparing specialized content for high profile senior Risk, Line of Business, Board, and regulator requests
• Building connections between model driven analytics and practical risk/business applications (e.g. support LOB efforts for responsible growth)
• Developing actionable analytics and early warning indicators

Bank of America is seeking a Quantitative Financial Analyst with a broad background in Data Science, Wholesale and Consumer credit risk, Macro-economic analysis, and Credit Portfolio Management. The position involves developing risk-reward analytics using advanced analytics (Machine Learning, NLP), Clustering, Data and BI visualization techniques, and other econometric techniques. Practical understanding of credit risk trends, concentrations (industry, country and single-name), analyzing macroeconomic indicators, and ability to recommend key credit portfolio decisions to be shared at senior management level and Board level discussions. The role will require an interest and understanding of Banking and relationship to the Economic credit cycle, Data Science and Visualization tools and techniques, as well as excellent communication and presentation skills.

Skills required:
• 2-3 years of relevant work experience.

• Masters' Degree in Statistics, Economics, Computational Finance, Engineering, or related quantitative field.
• Strong verbal and written communication skills

• Strong technical and analytical skills and comfort with statistics and portfolio theory
• Comfort in programming languages (R/Python preferred)

Desired Skills:
• Familiarity with corporate accounting concepts, or progress towards CFA

• Familiarity with commercial credit products and capital markets
• Ability to efficiently mine, navigate and interpret large financial datasets
• Strong work ethic, ability to adapt to changing priorities with a collaborative team attitude
• Ability to work on projects with limited oversight

Job Band:

H5

Shift: 

1st shift (United States of America)

Hours Per Week:

40

Weekly Schedule:

Referral Bonus Amount:

0 -->

Job Description:

The Enterprise Portfolio Analytics (EPA) team in Global Risk Analytics is a dynamic group that drives innovative concentration risk, portfolio surveillance using advanced analytics, and portfolio management strategies/techniques. Activities include:
• Conducting quantitative analysis and market research that have critical impact to the Bank (e.g. impact of oil price decline, risk mitigation of rising USD)
• Preparing specialized content for high profile senior Risk, Line of Business, Board, and regulator requests
• Building connections between model driven analytics and practical risk/business applications (e.g. support LOB efforts for responsible growth)
• Developing actionable analytics and early warning indicators

Bank of America is seeking a Quantitative Financial Analyst with a broad background in Data Science, Wholesale and Consumer credit risk, Macro-economic analysis, and Credit Portfolio Management. The position involves developing risk-reward analytics using advanced analytics (Machine Learning, NLP), Clustering, Data and BI visualization techniques, and other econometric techniques. Practical understanding of credit risk trends, concentrations (industry, country and single-name), analyzing macroeconomic indicators, and ability to recommend key credit portfolio decisions to be shared at senior management level and Board level discussions. The role will require an interest and understanding of Banking and relationship to the Economic credit cycle, Data Science and Visualization tools and techniques, as well as excellent communication and presentation skills.

Skills required:
• 2-3 years of relevant work experience.

• Masters' Degree in Statistics, Economics, Computational Finance, Engineering, or related quantitative field.
• Strong verbal and written communication skills

• Strong technical and analytical skills and comfort with statistics and portfolio theory
• Comfort in programming languages (R/Python preferred)

Desired Skills:
• Familiarity with corporate accounting concepts, or progress towards CFA

• Familiarity with commercial credit products and capital markets
• Ability to efficiently mine, navigate and interpret large financial datasets
• Strong work ethic, ability to adapt to changing priorities with a collaborative team attitude
• Ability to work on projects with limited oversight

Job Band:

H5

Shift: 

1st shift (United States of America)

Hours Per Week:

40

Weekly Schedule:

Referral Bonus Amount:

0

Job Description: The Enterprise Portfolio Analytics (EPA) team in Global Risk Analytics is a dynamic group that drives innovative concentration risk, portfolio surveillance using advanced analytics, and portfolio management strategies/techniques. Activities include:
• Conducting quantitative analysis and market research that have critical impact to the Bank (e.g. impact of oil price decline, risk mitigation of rising USD)
• Preparing specialized content for high profile senior Risk, Line of Business, Board, and regulator requests
• Building connections between model driven analytics and practical risk/business applications (e.g. support LOB efforts for responsible growth)
• Developing actionable analytics and early warning indicators

Bank of America is seeking a Quantitative Financial Analyst with a broad background in Data Science, Wholesale and Consumer credit risk, Macro-economic analysis, and Credit Portfolio Management. The position involves developing risk-reward analytics using advanced analytics (Machine Learning, NLP), Clustering, Data and BI visualization techniques, and other econometric techniques. Practical understanding of credit risk trends, concentrations (industry, country and single-name), analyzing macroeconomic indicators, and ability to recommend key credit portfolio decisions to be shared at senior management level and Board level discussions. The role will require an interest and understanding of Banking and relationship to the Economic credit cycle, Data Science and Visualization tools and techniques, as well as excellent communication and presentation skills.

Skills required:
• 2-3 years of relevant work experience.

• Masters' Degree in Statistics, Economics, Computational Finance, Engineering, or related quantitative field.
• Strong verbal and written communication skills

• Strong technical and analytical skills and comfort with statistics and portfolio theory
• Comfort in programming languages (R/Python preferred)

Desired Skills:
• Familiarity with corporate accounting concepts, or progress towards CFA

• Familiarity with commercial credit products and capital markets
• Ability to efficiently mine, navigate and interpret large financial datasets
• Strong work ethic, ability to adapt to changing priorities with a collaborative team attitude
• Ability to work on projects with limited oversight Shift:

1st shift (United States of America)

Hours Per Week: 

40
 

Recommended Skills

  • Analytical
  • Hardworking And Dedicated
  • Modern Portfolio Theories
  • Statistics
  • Economic Analysis
  • Credit Products
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