We are looking for a front-office developer to join the Global Non-Linear (GnL) front office CIRO development team. Role will include development for the global risk platform, product pricing, feeds to downstream systems, and implementing new strategic solutions. The role will provide exposure to complex IR products through use of quantitative analytics libraries and interactions with quant/strat group. The work will involve development in Python. Platform is Quartz: Bank of America's strategic, cross-asset, front-to-back position management, pricing, and risk management platform. The role involves interaction with users globally across Trading, Middle Office, Finance and Risk Management.
Summary of Business Area: The GNLR Technology group provides solutions to clients in the Trading, Sales, Finance, and Regulatory areas of Exotics Interest-Rate Options and Inflation businesses. Asset classes comprise exotic interest-rate derivatives, and exchange-traded instruments.
= Implementation of pricing, risk and trading system solutions for Trading Desk (primary focus).
= Leverage strategic technologies for next generation pricing and risk management system based solutions.
= Capture, analyse & document business requirements from our business partners
= Work very closely with the Trading Desk, Quants, and Technology groups to extend the analytics to meet ongoing business needs
Essential Skill Requirements:
= Strong Python skills
= Rates business knowledge (risk, pricing, yield curve and inflation curve construction etc...)
= Experience of Interest Rate Derivatives and bond trading systems
= Excellent communication skills, and good attention to details
= Ability to work on large scale IT projects with interaction with numerous teams and clients.
= Experience working with the Front Office is a plus
Posting Date: 06/19/2019
Location: New York, NY, Two Bryant Park, 1100 Avenue of the Americas, - United States
Full / Part-time: Full time
Hours Per Week: 40
Shift: 1st shift
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