Bank of America
Bank of America
Bank of America — банк ісі, қаржы және финтех салаларында қызмет көрсететін жаһандық қаржы ұйымы. Оның қызметтеріне жеке банкинг, шағын бизнеске қолдау көрсету, активтерді басқару, инвестициялық қызметтер және жеке тұлғаларға, кәсіпорындар мен ұйымдарға капитал нарықтарына қол жеткізу мүмкіндігі кіреді. Компания сондай-ақ тұрақты қаржыландыру, әртүрлілікті қолдау бастамалары және қоғамды дамыту бағдарламалары арқылы жауапты өсуге назар аударады.

Quantitative Finance Analyst, Credit Risk Modeling

Build and assess wholesale credit risk models for Bank of America Merrill Lynch, including loss forecasts, scorecards, and regulatory capital models. Analyze performance, forecast risk, and report findings to stakeholders and regulators.

Сипаттама

  • Build wholesale credit risk models for loss forecasting, commercial and behavioral scoring, and regulatory capital.
  • Assess wholesale credit performance and financial data in depth.
  • Write white papers documenting developed models.
  • Work with internal model risk teams to resolve concerns and remediate model findings.
  • Support model implementation, ongoing monitoring reviews, and engagement with stakeholders.
  • Independently deliver quantitative analyses and complex modeling projects.
  • Lead the creation of new models, analytical processes, and system approaches.
  • Document work and partner with technology teams to build systems that run the models.
  • Evaluate bank model results through benchmarking and sensitivity analysis.
  • Explain model performance, accuracy, and areas requiring remediation.
  • Present model results to risk management, model development and risk teams, senior leaders, and regulators.

Талаптар

  • Master’s degree in mathematics, economics, statistics, engineering, finance, computer science, or a related discipline.
  • At least five years of professional experience developing credit risk models.
  • Strong programming skills in R, Python, SAS, SQL, or comparable languages.
  • Strong analytical and problem-solving abilities.
  • Experience using and developing cross-sectional models.
  • Experience deploying models in production environments.
  • Ability to develop evidence-based recommendations and conclusions.
  • Ability to present findings, data, and conclusions to senior leaders.
  • Demonstrated leadership and ability to influence peers.
  • Ability to work in a large, complex organization and influence stakeholders and partners.
  • Strong communication skills with technical and non-technical audiences.
  • Ability to work in a highly controlled, audited environment.
  • Strong prioritization, time management, and project management skills.
  • Experience with complex data architecture, data science tools and libraries, data warehouses, and machine learning.
  • Ability to extract, analyze, and combine data from disparate systems.
  • Experience developing and maintaining complex databases and datasets.
  • Experience applying data mining and advanced analytical methods.
  • Experience managing large datasets with tools such as Hadoop.
  • Experience designing, developing, and applying scalable machine learning and artificial intelligence solutions.
  • Experience with data analytics and visualization tools such as Alteryx, Tableau, and MicroStrategy.
  • Experience with LaTeX.
  • Experience building data architectures suited to retrieving, analyzing, storing, cleansing, and transforming large datasets.
  • Experience managing project tasks and timelines across teams.
  • Experience engineering complex, multifaceted processes across teams.
  • Master’s degree in a related field or equivalent work experience.

Артықшылықтар

  • Affordable, competitive, flexible benefits.
  • Support for physical, emotional, and financial well-being.
  • Opportunities to learn, grow, and develop a career.
  • Eligibility for an annual discretionary incentive award based on individual, line of business or group, and company performance.
  • Industry-leading benefits.
  • Paid time off.
  • Resources and support to contribute to sustainable business and community growth.

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