Senior Quantitative Risk & Credit Modeling Analyst

Bank of America; Atlanta (GA); On-site; USD 120,000 - 190,000; Full time

Job summary

Bank of America Merrill Lynch is seeking a Quantitative Finance Analyst to join the Global Risk Analytics (GRA) function. You will develop wholesale credit risk models, perform deep data analyses, and prepare model documentation.

The role requires advanced quantitative skills, production experience, and strong communication with risk stakeholders. The position operates within SERA's model development team, contributing to risk ratings, behavior scores and forecasts using tools like Python, SQL,

Qualifications

• Master's degree in a quantitative field (Math, Economics, Statistics, Engineering, Finance or Computer Science).
• 5+ years of professional experience developing credit risk models.
• Strong programming skills in R, Python, SAS, SQL or similar languages.
• Strong analytical and problem-solving abilities with data-aware storytelling.
• Experience implementing models into production environments and communicating results to stakeholders.

Responsibilities

• Develop wholesale credit risk models including loss forecasting and scorecards.
• Perform in-depth analysis of wholesale credit performance and financial data.
• Prepare white papers and documentation for models and findings.
• Collaborate with risk management and model development teams to address concerns.
• Lead quantitative analytics projects and develop scalable modeling approaches.

Skills

Python/R/SAS/SQL

Quantitative analysis

Data analysis

Communication

Problem solving

Education

Master's degree in Math/Statistics/Engineering/Finance/CS

Tools

Python

SQL

SAS

Hadoop

Tableau/Alteryx

Job description

Bank of America Merrill Lynch is seeking a Quantitative Finance Analyst to join the Global Risk Analytics (GRA) function. You will develop wholesale credit risk models, perform deep data analyses, and prepare model documentation.

The role requires advanced quantitative skills, production experience, and strong communication with risk stakeholders. The position operates within SERA's model development team, contributing to risk ratings, behavior scores and forecasts using tools like Python, SQL,