【Bank of America】Associate/VP, Systematic Risk Trading Strategist, Global Equities

仕事内容

https://careers.bankofamerica.com/en-us/job-detail/25006947/associate-vp-systematic-risk-trading-strategist-global-equities-new-york-new-york-united-states

 Develop and test Straight-Through-Processing for equity derivatives, including automation of manual workflow performed by sales & trading.
 Improve fitting methodologies and models used to price equities products.
 Enhance backtesting logic of derivatives quotes and simulations of trading strategies;
 Develop and maintain tools to inform pricing, hedging and trading decisions, including application of filters & conditions based on derived analytics;
 Liaise regularly within trading to understand requirements and iterate on existing infrastructure;
 Data mining across potentially large sets across equity derivatives and cash products to understand and predict market and client behaviours;
 Generation of signals based on above data and analytics.

応募資格(必須経験など)

Requirements
 Academic background at undergraduate or graduate level in a quantitative subject (Physics, Engineering, Statistics, Mathematics, Computer Science or other analytical background);
 Strong programming skills in Python, C++ and/or q/kdb.
 Good problem-solving skills and pragmatic approach;
 Good interpersonal skills with the ability to present complex ideas clearly;
 Previous experience of derivatives product and market structure strongly desired, but not a pre-requisite.
 Experience of implementing and managing production systems and knowledge of underlying infrastructures beneficial.

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