Quantitative Finance Developer

Job Description: 

Quantitative Finance Group is seeking a Quantitative Finance Developer to join our team. The developer must be a self-starter with strong programming skills who is comfortable working hands-on with market data, solving problems, and writing production code on a massively parallel Linux cluster. The developer will work with a team that is responsible for the design and implementation of valuation/pricing processes that are of critical importance to both the Treasury group and Bank of America as a whole. These include NII, EVE, AFS Hedge valuation, Volcker Reporting, Intraday Liquidity analytics, Balance Sheet Management, and other Risk functions.

Required Skills:
• Computer Science Degree or similar work experience
• Experience working in a UNIX/LINUX environment with Perl, Python, Lua and SQL
• Experience using Source Code and Version Control systems like SVN, Git, etc
• Strong desire to learn new technologies
• Ability to work well in a cooperative, time-sensitive, market-driven environment
• Ability to manage multiple priorities with minimal supervision
• Ability to work individually and with the group on complex problem solving
• Analytical skills, critical thinking, and a strong desire to learn

Desired Skills:
• Understanding of Business Intelligence solutions, preferably with hands-on experience in Tableau or similar tools, data visualization experience a big plus
• understanding of economics and financial markets, especially with Mortgages