ASO, Equity Quant - Portfolio Trading
Bank of America, New York, NY, United States
The Quantitative Strategies and Data Group (QSDG) is looking for a Vice President or Associate level candidate, based in New York, covering the Portfolio Trading desk within the Equities division. As part of this role you will work in an exciting, fast‑paced environment, working closely with traders and others to build or improve infrastructure, processes & research aiming to better serve client needs and maximize profitability. The trading activities are mostly linked to index/ETF rebalances and trade optimizations. There will be opportunities for daily interaction with the trading desks as well as working closely with our Risk, Finance, Middle Office, and Technology partners. This role is very technical in nature and requires in‑depth knowledge of mathematical modeling, programming languages, and an understanding of finance and derivatives.
Responsibilities
Develop expert‑level knowledge of Portfolio Trading business and strategies.
Gain experience working directly with traders and solving their daily needs.
Build state‑of‑the‑art data processing infrastructures leveraged to conduct research around portfolio trading.
Automate business processes and enable data‑driven decision making.
Candidate Requirements
MS or PhD in quantitative disciplines (e.g., Computer Science, Data Science, etc.).
Strong programming and technical skills. Proficiency in Python (Pandas, etc.) and database languages (SQL, KDB, etc.) required.
Excellent communication skills to deliver work and interact with partners.
Familiarity or experience in developing large and complex yet maintainable codebases.
Knowledge in delta‑one and index strategies would be useful but is not required.
Interest in finance and curiosity about different technologies.
An entrepreneurial, self‑directed, and curious mindset would be the ideal fit for this opportunity and environment.
Shift: 1st shift (United States of America)
Hours Per Week: 40
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Responsibilities
Develop expert‑level knowledge of Portfolio Trading business and strategies.
Gain experience working directly with traders and solving their daily needs.
Build state‑of‑the‑art data processing infrastructures leveraged to conduct research around portfolio trading.
Automate business processes and enable data‑driven decision making.
Candidate Requirements
MS or PhD in quantitative disciplines (e.g., Computer Science, Data Science, etc.).
Strong programming and technical skills. Proficiency in Python (Pandas, etc.) and database languages (SQL, KDB, etc.) required.
Excellent communication skills to deliver work and interact with partners.
Familiarity or experience in developing large and complex yet maintainable codebases.
Knowledge in delta‑one and index strategies would be useful but is not required.
Interest in finance and curiosity about different technologies.
An entrepreneurial, self‑directed, and curious mindset would be the ideal fit for this opportunity and environment.
Shift: 1st shift (United States of America)
Hours Per Week: 40
#J-18808-Ljbffr