Assistant Vice President/ Vice President
Bank of America
Hong Kong, Hong Kong
1天前

Job Description : Your background

Your background

  • Excellent analytical, quantitative, interpersonal, and organizational skills. Team oriented.
  • 3 to 7 years of quantitative experience in OTC derivatives within model development, validation or control function at an investment bank or hedge fund
  • University degree in Quantitative Finance, Engineering, Mathematics or related technical field. Post-graduate university degree (MFE or PhD preferred)
  • Computer Programming Skills Python or other scripting language
  • Proficient in mathematics and computer programming
  • Can do attitude and result orientated focus
  • Bank of America is an equal opportunities employer
  • What you can expect

    The APAC Global Valuation Group (GVG) team at Bank of America provides valuation and independent price verification (IPV) support to the APAC Global Markets Businesses across Rates, FX, Credit, and Equity.

    We are looking for strong analytical mindset with an ability to apply quantitative solution through software engineering.

    What you will do

  • Define the methodology for IPV and associated Liquidity / Model / Deal Specific Valuation Adjustments (VA)
  • Create implementation tool to execute the IPV methodology
  • Review and Challenge the existing IPV processes and result conducted by Business Finance and Control (BFC)
  • Review of material new deals and changes to models and market data configurations
  • Challenge existing process and policy to enhance valuation control and operation
  • Work closely with Traders, Market Risk Management, Model Risk Management, FO Quants, BFC, senior managers on new product, model development, model sign-off etc.
  • About Bank of America

    Our purpose as a firm is to make financial lives better, through the power of every connection. Across the world, we partner with leading corporate and institutional investors through our offices in more than 35 countries.

    In the U.S. alone, we serve almost all of the Fortune 500 companies and approximately 67 million consumer and small-business clients.

    We provide a full suite of financial products and services, from banking and investments to asset and risk management. We cover a broad range of asset classes, making us a global leader in corporate and investment banking, sales and trading.

    Connecting Asia Pacific to the world

    Our Asia Pacific team is spread across 19 cities in 12 markets. We are focused on connecting Asia to the world and the world to Asia, using our global expertise to ensure success is shared between us, our clients and our communities.

    Our regional footprint covers 12 currencies, more than a dozen languages and five time zones, placing us firmly among the region’s leading financial services companies.

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