Senior Quantitative Risk & Capital Model Lead

Bank of America; Bromley; On-site; GBP 90,000 - 150,000; Full time

Benefits offered by this job

Private healthcare

Pension plan

Maternity leave (26 weeks)

Flexible benefits

Job summary

Bank of America seeks a Senior Quantitative Finance Analyst in Bromley to redesign, optimise and deploy next‑gen risk and capital models within AMG/GRA. The role focuses on leading modelling projects, collaborating with stakeholders, and delivering timely, regulatorily compliant solutions.

The candidate will leverage advanced statistics, econetrics and financial mathematics, with strong programming in SQL, Python and VBA, contributing to cutting‑edge risk management across the bank.

Qualifications

• Highly numerical degree required (Masters; PhD desirable).
• Several years of relevant work experience or equivalent training.
• Strong skills in statistics, probability, econometrics and financial mathematics.

Responsibilities

• Lead design, implementation and deployment of new risk and capital models.
• Collaborate with stakeholders to collect requirements and translate them into modelling solutions.
• Provide insight and thought leadership on modelling approaches and best practices.
• Document models and processes for internal and regulatory purposes.
• Ensure models meet high regulatory expectations and deadlines.

Skills

Statistics

Probability Theory

Econometrics

Financial Mathematics

Leadership

Communication

Education

Master's degree (Statistics/Financial Mathematics)

PhD desirable

Tools

SQL

Python

VBA

LaTeX

Job description

Bank of America seeks a Senior Quantitative Finance Analyst in Bromley to redesign, optimise and deploy next‑gen risk and capital models within AMG/GRA. The role focuses on leading modelling projects, collaborating with stakeholders, and delivering timely, regulatorily compliant solutions.

The candidate will leverage advanced statistics, econetrics and financial mathematics, with strong programming in SQL, Python and VBA, contributing to cutting‑edge risk management across the bank.