Up to Director, Commodities Quants, Singapore

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. We do this by driving Responsible Growth and delivering for our clients, teammates, communities and shareholders every day.

Being a Great Place to Work is core to how we drive Responsible Growth. This includes our commitment to being a diverse and inclusive workplace, attracting and developing exceptional talent, supporting our teammates’ physical, emotional, and financial wellness, recognizing and rewarding performance, and how we make an impact in the communities we serve.

Bank of America is committed to an in-office culture with specific requirements for office-based attendance and which allows for an appropriate level of flexibility for our teammates and businesses based on role-specific considerations.

At Bank of America, you can build a successful career with opportunities to learn, grow, and make an impact. Join us!

Job Responsibilities:

This job is responsible for conducting quantitative analytics and modeling projects for specific business units or risk types. Key responsibilities include developing new models, analytic processes, or systems approaches, creating technical documentation for related activities, and working with Technology staff in the design of systems to run models developed. Job expectations include having a broad knowledge of financial markets and products.

Key Responsibilities:

• Develop and maintain investible indices platform, along with index tools and analytics in Python.
• Support the investible index trading desk with use of existing platform, develop new tools and analytics.
• Develop new investible indices and strategies, backtest their performance and implement them in the strategic platform in Python.
• Analyze large data sets and distill the information contained within them.
• Develop software applications required to support commodity models and analytical tools.
• Employ financial markets knowledge along with stochastic calculus/financial engineering techniques to support and improve existing bank platforms and applications.
• Propose new ideas and improve existing models, business processes, strategies, and logic.
• Work closely with partners from index structuring desk and commodities sales team providing the best service both to the internal and external clients.
• Work closely with the technology team in order to deliver the platform and analytics as well as improve performance where necessary.

What We’re Looking For:

• A good degree in a highly numerate discipline.
• Experience in both Python and C++ is highly desirable. As a minimum, experience with object-oriented programming and previous experience in either Python or C++ is required.
• Knowledge of working within a structured software development environment. Use of source code control systems, continuous integration environments, testing, release processes, etc.
• Rigorous problem-solving skills.

Skills That Will Help (Optional):

• Experience in implementing and maintaining investible indices platforms (not limited to commodities).
• Knowledge of commodities derivatives products.
• Understanding of derivatives pricing models along with stochastic calculus/financial engineering.
• Experience with large dataset analysis along with knowledge of statistical tools and quantitative methodologies.
• Experience with SQL/kdb databases.