Quantitative Risk & AI Modeling Analyst

Bank of America; Atlanta (GA); On-site; USD 120,000 - 180,000; Full time

Job summary

Bank of America is seeking a Quantitative Financial Analyst within the Global Risk Analytics organization in the United States. The role centers on end-to-end market risk stress testing, model development, and regulatory-ready documentation to support risk and capital measurement.

We value strong Python skills, data modeling, and the ability to collaborate with stakeholders across lines of business. A Master’s or PhD in a quantitative field and 2+ years of relevant experience are preferred.

Qualifications

• Ability to work in a large, complex organization and influence stakeholders
• Self-starter; initiates work independently
• Strong communication skills to explain quantitative topics
• Experience documenting complex processes and workflows
• Strong Python development skills and software engineering practices

Responsibilities

• Performs end-to-end market risk stress testing including scenario design and reporting
• Supports planning of quantitative work priorities aligned with bank strategy
• Identifies improvements through model development/validation reviews and documentation
• Supports model development and model risk management to meet business requirements
• Provides guidance to challenge and influence project directions and risk areas
• Communicates submission and validation outcomes with stakeholders and senior management
• Performs statistical analysis on large datasets and interprets results

Skills

Python

Data modeling

Risk analytics

Quantitative development

Communication skills

Team collaboration

Problem solving

Documentation

LLM/AI frameworks

Git

Education

Master's or PhD in CS/Engineering/Statistics

Tools

Git

CI/CD

Vector databases

Embeddings

Job description

Bank of America is seeking a Quantitative Financial Analyst within the Global Risk Analytics organization in the United States. The role centers on end-to-end market risk stress testing, model development, and regulatory-ready documentation to support risk and capital measurement.

We value strong Python skills, data modeling, and the ability to collaborate with stakeholders across lines of business. A Master’s or PhD in a quantitative field and 2+ years of relevant experience are preferred.