Responsibilities
Review Market of systematic strategies to Pension Funds, Asset Managers,Family
Offices and Insurance Carriers acrossregions.
Educate sales and clients on the existing offering and newstrategies.
Develop and maintain Investible Indices Platform including all the strategies offeredcurrently.
Implement systematic strategies for use in FIA and RILAproducts.
Explore and incorporate Machine Learning and Artificial Intelligence features into the Investible Indices quantitative strategies suite targeting more efficient stock selection, regime changes identification and enhanced asset allocation.
Research, develop, and implement systematic solutions, running risk adjusted returns with model calibration, backtesting, statistics and simulation analysis.
Perform advanced analysis, design, and scoring of hedging strategies and systematic hedging portfolios to deliver targeted protection while optimizing for costs.
Perform market and risk analysis for investable indices/strategies/portfolios including Value-At-Risk, option greeks, stress-tests, market microstructure, and expectedmarket-impact.
Develop and maintain coding tools and models for back testing and economics/market risk analysis.
Automate several time consuming and recurring processes using Python scripting language and Jupyter Lab coding environment.
Remote work may be permitted within a commutable distance from theworksite.
Required Skills & Experience
Bachelor's degree or equivalent in Applied Statistics, Finance, Economics, or related:and
2 years of experience in the job offered or a related Quantitativeoccupation.
Must have 2 years of experience in the job offered or a related quantitative occupation. Must include 2 years of experience in each of the following:
Researching, developing, and implementing systematic solutions, running riskadjustedreturnswithmodel calibration,backtesting,statisticsandsimulationanalysis;
Performing advanced analysis, design, and scoring of hedging strategies and systematic hedging portfolios to deliver targeted protection while optimizing for costs;
Performing market and risk analysis for investable indices/strategies/portfolios including Value-At-Risk, option greeks, stress-tests, market microstructure, and expected market-impact;
Developing and maintaining coding tools and models for back testing and economics/market risk analysis; and,
Automating several time consuming and recurring processes using Python scripting language and Jupyter Lab coding environment.
If interested apply online ator email your resume toand reference the job title of the role and requisition number.
BofA Securities, Inc.
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