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Associate, Non-Linear Rates Quant Analyst New York, New York To proceed with your application, you must be at least 18 years of age. Acknowledge ( Bank of America employees are required to meet all posting eligibility requirements prior to applying for any new position. Acknowledge ( Refer a friend To proceed with your application, you must be at least 18 years of age. Acknowledge ( Bank of America employees are required to meet all posting eligibility requirements prior to applying for any new position. Acknowledge ( Job Description: 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 teammatesu2019 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 Job Description: This job is responsible for performing financial and statistical analyses and conducting quantitative analytics and complex modeling projects. Key responsibilities include supporting in the development of new models, analytic processes, or systems approaches and determining solutions to solve business problems by applying quantitative methods to related financial challenges. The New York Rates Quantitative Strategy Data Group is looking for an individual to join the team. We are a group that is responsible for providing analytical support to all of the NY rates areas including the exotics, options, swaps, governments, agency, repo, structured notes and inflation trading desks as well as support areas such as finance, risk management and middle office. The current positionu2019s focus will be on linear rates derivatives. We are responsible for developing and supporting the pricing and risk models used by the desks, the integration of these models into the Firmu2019s trading systems, analyzing new products and models, helping price transactions, and other adu2011hoc requests. Responsibilities: + Develops forecast and pricing models, analytic processes, or systems approaches, implementing solutions for financial challenges + Assesses market trends and provides quantitative data to internal partners and clients to identify the solutions required to effectively solve business problems + An interest in staying current with modern development tools and workflows, such as AIu2011assisted coding or advanced automation frameworks, is advantageous. + Development of new financial models, analytics and tools to support the linear rates derivatives. + Development of non-linear rates models, analytics, and tools. + Integration of financial models into Firm systems. + Tactical support of risk and pricing activities on the rates trading desks. + Overall support of rates analytics at the Firm. Skills: + Advanced degree in a quantitative field (e.g., physics, mathematics, finance, engineering) is preferred + Strong knowledge and skills in analytical modeling and numerical methods + Required expertise in stochastic calculus, probability theory, and pricing models for rates derivatives + Strong programming proficiency in C++ and Python + Ability to work effectively in a fastu2011paced trading floor environment + Strong verbal and written communication skills + Prior frontu2011office experience focused on analytic development (preferred) + Interest in staying current with modern development tools and workflows, including AIu2011assisted coding and advanced automation frameworks (advantageous) u200b Shift: 1st shift (United States of America) Hours Per Week: 40 Bank of America and its affiliates consider for employment and hire qualified candidates without regard to race, religious creed, religion, color, sex, sexual orientation, genetic information, gender, gender identity, gender expression, age, national origin, ancestry, citizenship, protected veteran or disability status or any factor prohibited by law, and as such affirms in policy and practice to support and promote the concept of equal employment opportunity, in accordance with all applicable federal, state, provincial and municipal laws. The company also prohibits discrimination on other bases such as medical condition, marital status or any other factor that is irrelevant to the performance of our teammates. View your