Quantitative Market Risk & Data Analyst

ghr; Jersey City (NJ); Presencial; USD 100.000 - 225.000; Jornada completa

Descripción de la vacante

Bank of America in Jersey City is seeking a Market Data & Analytics professional to contribute to risk measurement and data platforms across VaR, SVaR, and regulatory initiatives.

You will design and implement market data frameworks, collaborate with Risk, Front Office, and Tech teams, and push automation and scalable solutions.

This role is in-office in Jersey City with a 40-hour work week and a competitive salary range.

Formación

• Design and enhance market data and risk-factor frameworks.
• Develop time series data across multiple asset classes.
• Define requirements, data architecture, and strategic solutions with stakeholders.
• Analyze market data challenges and risk-factor modeling approaches.
• Drive automation and platform modernization for scalability and accessibility.

Responsabilidades

• Support VaR, SVaR, FRTB and other market risk initiatives.
• Collaborate with Risk, Front Office, Quantitative, and Technology teams to deliver solutions.
• Perform quantitative analysis and impact assessments related to market data changes.
• Assist in the rollout and testing of market risk models and regulatory capital initiatives.

Conocimientos

Market Risk

Market Data

Quant Analytics

Risk Tech

Financial Engineering

Educación

Bachelor's degree

Master's degree

Herramientas

Python

SQL

Excel

Descripción del empleo

Bank of America in Jersey City is seeking a Market Data & Analytics professional to contribute to risk measurement and data platforms across VaR, SVaR, and regulatory initiatives.

You will design and implement market data frameworks, collaborate with Risk, Front Office, and Tech teams, and push automation and scalable solutions.

This role is in-office in Jersey City with a 40-hour work week and a competitive salary range.