Bank of America

Quantitative Finance Analyst

Bromley Full time

Job Description:

Job Title: Quantitative Finance Analyst

Corporate Title: Assistant Vice President

Location: Bromley

Company Overview:

At Bank of America, we are guided by a common purpose to help make financial lives better through the power of every connection. Responsible Growth is how we run our company and how we deliver for our clients, teammates, communities, and shareholders every day.

One of the keys to driving Responsible Growth is being a great place to work for our teammates around the world. We’re devoted to being a diverse and inclusive workplace for everyone. We hire individuals with a broad range of backgrounds and experiences and invest heavily in our teammates and their families by offering competitive benefits to support their physical, emotional, and financial well-being.

Bank of America believes both in the importance of working together and offering flexibility to our employees. We use a multi-faceted approach for flexibility, depending on the various roles in our organization.

Working at Bank of America will give you a great career with opportunities to learn, grow and make an impact, along with the power to make a difference. Join us!

Location Overview:

Join our bustling Bromley office, situated in one of London’s greenest boroughs. Here you’ll  find plentiful and easy commuting routes, with central London just 15 minutes away by train.

The Team:

Global Risk Analytics (GRA) and Enterprise Independent Testing (EIT) are sub-lines of business within Global Risk Management (GRM). Collectively, they are responsible for developing a consistent and coherent set of models, analytical tools, and tests for effective risk and capital measurement, management and reporting across Bank of America. GRA and EIT partner with the Lines of Business and Enterprise functions to ensure the capabilities it builds address both internal and regulatory requirements, and are responsive to the changing nature of portfolios, economic conditions, and emerging risks. In executing its activities, GRA and EIT drive innovation, process improvement and automation.

Overview of Team

As a part of Global Risk Analytics, Global Financial Crimes Modelling and Analytics is responsible for enterprise-wide financial crime model development and implementation, ongoing performance monitoring and optimization, data usage, and research and development utilizing advanced analytical tools and systems. The Global Financial Crimes Modelling and Analytics team is made up of nine sub-teams:

Modelling and Analytics Team are responsible for model inventory management, model development and enhancement, model tuning and optimization, model risk management, and model analysis and incident management.

Role Description:

Responsible for performing more complex analysis and supporting development of AML transaction monitoring, economic sanctions or customer identification models. Other additional responsibilities Include:

  • Support AML Modelling with Ad-hoc Analytics, Distribution Analysis, Sensitivity Analysis

  • Support GFC with additional data analytics for drafting Business Requirement Document

  • Lead analytical support for various interim compensating control initiatives

  • Conduct and support below-the-threshold sampling

Responsibilities:

  • Responsible for independently conducting quantitative analytics and modelling projects.

  • Responsible for developing new models, analytic processes or systems approaches.

  • Creates documentation for all activities and works with Technology staff in design of any system to run models developed.

  • Performs end-to-end market risk stress testing including scenario design, scenario implementation, results consolidation, internal and external reporting, and analyses stress scenario results to better understand key drivers

  • Supports the planning related to setting quantitative work priorities in line with the bank’s overall strategy and prioritization

  • Identifies continuous improvements through reviews of approval decisions on relevant model development or model validation tasks, critical feedback on technical documentation, and effective challenges on model development/validation

  • Supports model development and model risk management in respective focus areas to support business requirements and the enterprise's risk appetite

  • Supports the methodological, analytical, and technical guidance to effectively challenge and influence the strategic direction and tactical approaches of development/validation projects and identify areas of potential risk

  • Works closely with model stakeholders and senior management with regard to communication of submission and validation outcomes

  • Performs statistical analysis on large datasets and interprets results using both qualitative and quantitative approaches

What we are looking for:

  • Effectively creates a compelling story using data; Able to make recommendations and articulate conclusions supported by data

  • Strong Programming skills e.g. R, Python, SAS, SQL, or other languages

  • Several years of experience in model development, statistical work, data analytics or quantitative research, or PhD

  • Critical Thinking

  • Quantitative Development

  • Risk Analytics

  • Risk Modelling

  • Technical Documentation

  • Adaptability

  • Collaboration

  • Problem Solving

  • Risk Management

  • Test Engineering

  • Data Modelling

  • Data and Trend Analysis

  • Process Performance Measurement

  • Research

  • Written Communications

Skills that will help:

  • Experience with complex data architecture, including modelling and data science tools and libraries, data warehouses, and machine learning

  • Knowledge of predictive modelling, statistical sampling, optimization, machine learning and artificial intelligence techniques

  • Ability to extract, analyse, and merge data from disparate systems, and perform deep analysis

  • Experience designing, developing, and applying scalable Machine Learning and Artificial Intelligence solutions

  • Experience with data analytics tools (e.g., Alteryx, Tableau)

  • Demonstrated ability to drive action and sustain momentum to achieve results

  • Experience with engineering complex, multifaceted processes that span across teams; Able to document process steps, inputs, outputs, requirements, identify gaps and improve workflow

  • Sees the broader picture and is able to identify new methods for doing things

  • Experience with LaTeX

Benefits of working at Bank of America (UK):

  • Private healthcare for you and your family plus an annual health screen to help you manage your physical wellness with the option to purchase a screen for your partner

  • Competitive pension plan, life assurance and group income protection cover if you become unable to work as a result of a disability or health reasons

  • 20 days of back-up childcare including access to school holiday clubs and 20 days of back-up adult care per annum

  • The ability to change your core benefits as well as the option of selecting a variety of flexible benefits to suit your personal circumstances including access to a wellbeing account, travel insurance, critical illness etc.

  • Access to an emotional wellbeing helpline, mental health first aiders and virtual GP services.

  • Access to an Employee Assistance Program for confidential support and help for everyday matters

  • Ability to donate to charities of your choice directly through payroll and the bank will match your contribution

  • Opportunity to access our Arts & Culture corporate membership program and receive discounted entry to some of the UK’s most iconic cultural institutions and exhibitions.

  • Opportunity to give back to your community, develop new skills and work with new groups of people by volunteering in your local community.

Bank of America:

Good conduct and sound judgment is crucial to our long-term success. It’s important that all employees in the organisation understand the expected standards of conduct and how we manage conduct risk. Individual accountability and an ownership mind-set are the cornerstones of our Code of Conduct and are at the heart of managing risk well.

We are an equal opportunities employer and ensure that no applicant is subject to less favourable treatment on the grounds of sex, gender identity or gender reassignment, marital or civil partner status, race, religion or belief, colour, nationality, ethnic or national origins, age, sexual orientation, pregnancy or maternity, socio-economic background, responsibility for dependants or physical or mental disability. The Bank selects candidates for interview based on their skills, qualifications and experience

We strive to ensure that our recruitment processes are accessible for all candidates and encourage any candidates to tell us about any adjustment requirements.