- Determine the job or types of jobs you want to do and research their responsibilities and qualifications.
- Think about why you can do the job and make a list of your skills that are relative to the job.
- Identify experiences or accomplishments that show your proficiency in the skills required for the job.
- Summarize your abilities, accomplishments and skills into a brief, concise document.
- Do be brief. Resumes should be 1-2 pages in length.
- Do be upbeat and active in your wording.
- Do emphasize what you have done clearly and concretely.
- Do be neat and well organized.
- Do have others proofread and critique your resume. Spell check. Make it error free.
- Do use high quality, white or light colored 81⁄2 x 11 paper. Use a laser printer if possible.
- Don't be dishonest, always tell the truth about yourself in the most flattering light.
- Don't include salary history or requirements.
- Don't include references.
- Don't include accomplishments that do not support your professional goals.
- Anticipate –Put yourself in the interviewer's position. What do you believe the interviewer is most interested in? Why do you think you have been invited to interview?
- Research –What are the primary functions of the line of business? What are the success factors for the job? Is there a job description available?
- Assess –Think about your skills, abilities, knowledge, interests, traits, values and accomplishments. Match them to what you know about the job. Consider which ones you should highlight.
- Prepare Answers –Think about what the interviewer may ask, determine what the best answer is and write it down.
- Prepare Questions – Interviewing is a two-way street. By asking thoughtful questions, you communicate your interest and learn a lot about the job. Choose two or three questions to ask your interviewer. Avoid asking a lot of questions about vacation time or breaks.
- Practice – It may seem awkward, but it is the best way to come across well in an interview. Practice your own "great responses" with others or in front of a mirror until you appear relaxed and at ease.
- Follow-up – Send a brief follow-up letter to the interviewer. Keep in mind that the many job searchers will not send a follow-up letter. Sending one can become a competitive advantage.
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Quantitative Finance Analyst - Chicago, United States - Bank of America
Description
Quantitative Finance Analyst page is loadedQuantitative Finance Analyst
Apply
locations
Chicago
time type
Full time
posted on
Posted 4 Days Ago
job requisition id
Job Description:
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 usJob Description
Overview of Global Risk Analytics - Bank of America Merrill Lynch has an opportunity for a Quantitative Finance Analyst within our Global Risk Analytics (GRA) function.
GRA is a sub-line of business within Global Risk Management (GRM).GRA is responsible for developing a consistent and coherent set of models and analytical tools for effective risk and capital measurement, management and reporting across Bank of America.
GRA partners with the Lines of Business and Enterprise functions to ensure that its models and analytics address both internal and regulatory requirements, such as quarterly Enterprise Stress Testing (EST), the annual Comprehensive Capital Analysis and Review (CCAR), and the Current Expected Credit Losses (CECL) accounting standard.
GRA models follow an iterative and ongoing development life cycle, as the bank responds to the changing nature of portfolios, economic conditions and emerging risks.
In addition to model development, GRA conducts model implementation, data management, model execution and analysis, forecast administration, and model performance monitoring.
GRA drives innovation, process improvement and automation across all of these activities.
The Market Risk Quants (MRQ) team within Global Risk Analytics (GRA) organization is responsible for the development and enhancement of market risk models and analytical tools.
The team's remit spans market risk models for internal risk management, market risk capital requirements for Internal Model Approach (IMA) approved Legal Entities within Basel 2.5 regulatory framework, and IMA and Standardized Approach (SA) for upcoming FRTB regulatory framework, stress testing such as CCAR, EST, ICAAP, Recovery and Resolution Planning, and Climate Risk.
As a quantitative model developer in MRQ team, you will be responsible for:Develop and enhance quantitative risk models, analytics and applications in support of market risk assessment and regulatory capital calculation in current Basel 2.5 (e.g. VaR, Stressed VaR, Risks Not in VaR) and/or upcoming FRTB (e.g. Standard Approach, Expected Shortfall, Non-modellable risk factor, Risks Not in Model) regulatory framework
Develop and enhance quantitative risk models, analytics and applications for the firm's Stress Testing including CCAR
Develop model performance monitoring metrics such as benchmarking, backtesting as part of continuous efforts to identify and remediate potential model weakness.
Closely work with Global Markets Risk (GMR) and Front-Line Units (FLU) trading desks for internal risk management, Enterprise Capital Management (ECM) for market risk capital requirements, technology partners for model implementation, front-office pricing model quant developers, and Model Risk Management (MRM) for model risk oversight.
Required Qualifications:
Advanced degree in quantitative fields such as Mathematics, Financial
Mathematics/Engineering,
Quantitative Finance, Statistics, Econometrics, Physics, computer science, or equivalent and 2+ years of industry experience.
Programming skills, preferably in Python, or equivalent object-oriented programming
Experience in or willingness to learn derivatives pricing and/or statistical analysis of financial data, time series information.
Desired Qualifications:
Experience in market risk models such as FRTB Standard Approach (SA), FRTB Internal Model Approach (IMA), Value at Risk (VaR), Risks Not in VaR (RNiV), and Stress Testing.
Strong written and verbal communications.
Ability to deliver quality outcomes in a timely manner in a fast-paced environment.
Skills:
Critical Thinking
Quantitative Development
Risk Analytics
Risk Modeling
Technical Documentation
Adaptability
Collaboration
Problem Solving
Risk Management
Test Engineering
Data Modeling
Data and Trend Analysis
Process Performance Measurement
Research
Written Communications
Shift:
1st shift (United States of America)
Hours Per Week:
40
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Bank of America is committed to help employees through the transition period when they're displaced as a result of a workforce reduction, realignment or similar measure.
Please review the resume writing and interviewing tips provided below to help prepare you for your next career opportunity.Regardless of the position you are interested in, the starting points to building your resume are the same:
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