BANK OF AMERICA – $54,267.00/Year

Must have 3 years of financial quantitative modeling experience in the job offered or a related occupation. Must include 3 years of experience in each of the following Utilizing R, SAS, and Python to perform quantitative modeling or independently validate models; Utilizing quantitative modeling techniques including linear regression, logistic regression, generalized linear regression, time series models and machine learning artificial intelligence methods including ensemble learning; Utilizing SQL for data extraction, manipulation and analysis from relational databases; Assessing model performance through back testing against realized outcomes and with respect to benchmarks; Producing technical documentation of models including developmental and testing evidence, or validation testing results and analyses; and, Managing risk arising from the use of quantitative models with detailed knowledge of relevant regulatory expectations and requirements including OCC 201112 FRB SR 117.