Cross Asset Quant

Job Description:

Job Title: Cross Asset Quant
Corporate Title: Vice President
Location: London

Company Overview:

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 an 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!

Location Overview:

Our London office is based just a stone's throw from the magnificent St. Paul's Cathedral on bustling King Edward Street. Here you'll find modern workspaces and a state-of-the-art auditorium space. In addition, we're proud to host an onsite restaurant that shares our commitment to sustainability by providing delicious seasonal menus which have been created with the planet in mind. Make sure to take time for yourself and head up to our rooftop terrace and take in the spectacular views across London. Finally, your physical wellness is well-catered for with our onsite gym facilities and medical centre.

• You will be assisting the Cross Assets Strats team as part of the Strategic Risk and PnL project to re-factor and redesign our market model code.
• This project seeks to explain the risk and PnL of the Global Markets business in a strategic fashion
• Working as part of a team of 8 people, you will be writing and debugging code in Python, running within Quartz, the in-house bank platform.
• On-going learning about and debugging existing market model code used for calculating risk and PnL, simplifying and optimizing it to perform more efficiently.
• Programming ability is most highly prized. Financial knowledge is desirable but not strictly necessary, provided there is a willingness to learn.

• You are passionate about programming and are comfortable with a variety of programming languages and paradigms
• You have previously written a scripting language, or at least know how you might go about it
• You appreciate functional programming concepts and writing algorithms in a functional style
• You have good mathematical abilities and want to learn more about using mathematical techniques to analyse data
• You have financial and quantitative knowledge, and would like to learn more

• Proficient in Python, C++, Java, Lisp or other
• Excellent analytical skills
• Good communication skills
• Bachelors or master's degree in computer science, Mathematics, Finance or related field

• At Bank of America, we strive to prioritise employees' health and wellbeing - it's what makes us a Great Place to Work.
• Private healthcare for you and your family plus an annual health screen to help you manage your physical wellness with the option to purchase a screen for your partner.
• Competitive pension plan, life assurance and group income protection cover if you become unable to work as a result of a disability or health reasons.
• We offer 26-weeks paid maternity leave, 16-weeks paid paternity leave and inclusive family leave arrangements for working parents and carers including 20 days of back-up childcare including access to school holiday clubs and 20 days of back-up adult care per annum.
• 20 days of back-up childcare including access to school holiday clubs and 20 days of back-up adult care per annum.
• The ability to change your core benefits as well as the option of selecting a variety of flexible benefits to suit your personal circumstances including access to a wellbeing account, travel insurance, critical illness, cycle to work etc.
• Access to free counselling through the Employee Assistance Program and virtual GP services through our private health care plan.
• Access to an Employee Assistance Program for confidential support and help for everyday matters.
• Ability to donate to charities of your choice directly through payroll and the bank will match your contribution.
• Opportunity to access our Arts & Culture corporate membership program and receive discounted entry to some of the UK's most iconic cultural institutions and exhibitions.
• Opportunity to give back to your community, develop new skills and work with new groups of people by volunteering in your local community.