Senior Director Quantitative Analyst Statistician Bank of America London

Job description
As Senior Director you will have a particular emphasis on model development aspects. The role will involve the development and enhancement of capital and loss forecasting models within the bank. This is a challenging and intellectually stimulating role in a dynamic team that is used to delivering in a timely manner to many different constituents of the bank. As Senior Quantitative Finance Analyst Your Main Responsibilities Will Involve

Developing and implementing new models or enhance existing models
Maintaining & developing loss forecasting and capital models
Seeking out work and enhancing current models/processes
Producing clear and coherent technical documentation for internal and regulatory purposes

Qualifications

As Senior Quantitative Finance Analyst your skills and qualifications will ideally include:
MSc or PhD in Statistics, Applied Mathematics, Physics or Engineering
Previous experience within the banking sector
Experience in preparing clear and coherent technical documents for clients, senior management etc.
Excellent verbal and written communication skills
Ability to communicate complex modelling ideas to a wide audience
Extensive experience and understanding of capital, loss forecasting or pricing models
Skilled at writing research papers
Strong industry knowledge and business judgment
Technical skills: Statistics, Probability Theory, Econometrics
IT skills: C++, Python, VBA, LaTex, Statistical packages (e.g. SAS, R)
Ability to multitask and properly prioritise multiple projects
Experience of working under pressure and delivering to tight deadlines
Previous industry experience working in a statistics or econometrics focused modelling role advanteagous

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