Senior Quantitative Finance Analyst

Posted:
9/5/2024, 8:44:41 AM

Location(s):
New York, United States ⋅ Charlotte, North Carolina, United States ⋅ North Carolina, United States ⋅ New York, New York, United States

Experience Level(s):
Senior

Field(s):
Data & Analytics

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 us!

Enterprise Model Risk Management seeks a Sr Quantitative Fin Analyst – Anti-Money Laundering (AML) to conduct independent testing and review of complex models used to monitor and mitigate money laundering risk. The candidate should exhibit familiarity with industry practices and have knowledge of up-to-date AML techniques. The candidate should be able to provide both thought leadership and hands-on expertise in methodology, techniques, and processes in applying statistical and machine learning methods to manage the bank’s AML models and model systems.


The position will be responsible for:

  • Performing independent model validation, annual model review, ongoing monitoring report review, required action item review, and peer review.

  • Conducting governance activities such as model identification, model approval and breach remediation reviews.

  • Providing hands-on leadership for projects pertaining to statistical modeling and machine learning approaches to effectively challenge and influence the strategic direction and tactical approaches of these projects.

  • Communicating and working directly with relevant modeling teams and their corresponding Front Line Units; communicating and interacting with the third line of defense (e.g., internal audit) as well as external regulators, as needed.

  • Writing technical reports for distribution and presentation to model developers, senior management, audit and banking regulators.

  • Acts as a senior level resource or resident expert on analytic/quantitative modeling techniques used for Anti-money laundering.

Required Qualifications & Skills:

  • PhD or Masters in a quantitative field such as Mathematics, Physics, Finance, Economics, Engineering, Computer Science, Statistics.

  • Knowledge and 4+ years of experience in building and understanding of Anti-Money Laundering models and systems.

  • Strong familiarity with industry practices in the field and knowledge of up-to-date Anti-Money Laundering techniques

  • CAMS certification (preferred)

  • Fluency in Python, SAS and SQL

  • Excellent written and oral communication skills with stakeholders of varying analytic skills and knowledge levels.

Responsibilities:

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

  • Leads 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

  • Maintains and provides oversight of model development and model risk management in respective focus areas to support business requirements and the enterprise's risk appetite

  • Leads and provides 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

Minimum Education Requirement:

  • Master’s degree in related field or equivalent work experience

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