Job Description:
Job Title: Equity Quant Developer, Vice President
Corporate Title: Vice President
Location: London
Company Overview:
At Bank of America, we are guided by a common purpose to help make financial lives better through the power of every connection. Responsible Growth is how we run our company and how we deliver for our clients, teammates, communities and shareholders every day.
We’re devoted to being a diverse and inclusive workplace for everyone. We hire individuals with a broad range of backgrounds and experiences and invest heavily in our teammates and their families by offering competitive benefits to support their physical, emotional, and financial well-being.
Bank of America believes both in the importance of working together and offering flexibility to our employees.
Working at Bank of America will give you a great career with opportunities to learn, grow and make an impact, along with the power to make a difference. Join us!
Location Overview:
Our London office is based just a stone’s throw from the magnificent St. Paul’s Cathedral on bustling King Edward Street. Here you’ll find modern workspaces and a state-of-the-art auditorium space. In addition, we’re proud to host an onsite restaurant that shares our commitment to sustainability.
The Team:
The equity quant derivative team is a large multicultural and pluridisciplinary team working closely with the equity derivative trading desk and our technology partners. As a member of this team you will be interacting directly with the business and with quants from our organisation across the globe.
Role Description:
As a quant developer in the equity derivative team your responsibilities will encompass a wide spectrum of projects and environment, including model development, optimisation and maintenance in C++, and the extension and maintenance of our python stack surrounding risk calculation and instrument creation.
Responsibilities:
* Work on our core C++/CUDA library architecture.
* Build high performance MC and PDE model implementations.
* Build tools to understand and optimise usage of our large compute grid.
* Develop and enhance scripted payoff compiler using LLVM.
* Deploy risk engine efficiently in python based technology applications.
* Build out and enhance profit and loss explanation tools.
* Conduct risk report development using python risk stack.
What We Are Looking For:
* Languages: C++ (required). Python, CUDA (preferred).
* Desirable Skills: Performance Profiling, CPU and GPU architecture, Linux, LLVM (preferred).
* Experience: Financial maths and derivatives pricing (optional), Large C++ codebase development (preferred).
* Education: A preference for a Computer Science education above a finance/maths background, although either is acceptable.
Benefits of working at Bank of America: UK
* Private healthcare for you and your family plus an annual health screen.
* Competitive pension plan, life assurance and group income protection cover.
* 20 days of back-up childcare and adult care per annum.
* Flexible benefits to suit your personal circumstances.
* Access to an emotional wellbeing helpline and Employee Assistance Program.
* Ability to donate to charities directly through payroll.
* Opportunity to access our Arts & Culture corporate membership program.
* Opportunity to give back to your community through volunteering.
Bank of America:
Good conduct and sound judgment is crucial to our long term success. Individual accountability and an ownership mind-set are the cornerstones of our Code of Conduct.
We are an equal opportunities employer and ensure that no applicant is subject to less favourable treatment. We strive to ensure that our recruitment processes are accessible for all candidates.
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