Hotline: 678-408-1354

Corporate Investment Quantitative Finance Analyst

Job Description:

Bank of America’s Quantitative Finance Group is seeking a Quantitative Finance Analyst to join our team. The analyst must be a self-starter with strong programming skills who is comfortable working hands-on with market data, solving problems, and writing production code on a massively parallel Linux cluster. The analyst will work with a team that is responsible for design and implementation of nightly forecast processes that are of critical importance to both the Treasury group and Bank of America as a whole. These include NII, MSR, AFS Hedge valuation, Volcker Reporting, Intraday Liquidity analytics, Balance Sheet Management and other Risk functions.

Required Skills:

Computer Science Degree or similar experience

  • Experience with traditional SQL or distributed databases such as Oracle/MS SQL or Vertica.
  • Experience with UNIX/LINUX software development in languages such as Perl, Python, Java and SQL.
  • Experience using Source Code and Version Control systems like SVN, Git, etc
  • Strong desire to learn and adopt new technologies.
  • Ability to work well in a cooperative, time-sensitive, market-driven environment
  • Ability to manage multiple priorities with minimal supervision
  • Ability to work individually and with the group on complex problem solving
  • Analytical skills, critical thinking and a strong desire to learn

Desired Skills:

Experience working with big data projects with tools like Hadoop, Hive, Spark, HBase, Sqoop, Impala, Kafka, Flume, Oozie, MapReduce, etc

  • Understanding of Business Intelligence solutions, preferably with hands-on experience in Tableau or similar tools
  • Understanding of economics and financial markets, especially with Mortgages


1st shift (United States of America)

Hours Per Week:


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Eltas EnterPrises Inc.
3978 Windgrove Crossing
Suite 200A
Suwanee, Georgia
30024, USA

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