Vice President; Structurer

BANK OF AMERICA SECURITIES INC. • New York, NY • 2h ago

DUTIES: Design and implement advanced pricing solutions for equity exotic derivatives. Develop and maintain proprietary pricing models leveraging stochastic processes to ensure accurate valuation under complex market conditions. Build and optimize internal software tools for trade lifecycle automation, including pricing engines, risk analytics, and scenario analysis frameworks. Integrate quantitative models with data visualization platforms to enhance decision making for trading desks. Collaborate with validation teams to test, monitor, and calibrate pricing algorithms in compliance with regulatory and internal standards. Provide quantitative expertise to support structuring, trading, and risk management functions across multiple business lines. Drive innovation by automating reporting workflows and developing APIs for seamless integration between pricing systems and enterprise data sources.REQUIREMENTS: Master's degree or equivalent in Finance, Economics, Statistics, Mathematics, or related: and 3 years of experience in the job offered or a related Quantitative occupation. Must include 3 years of experience in each of the following: Applying advanced quantitative methods, including Monte Carlo simulations and stochastic modeling, to price complex equity derivatives including Autocallables under varying market conditions, leveraging tools including Bloomberg Terminal/API, NumPy, Pandas, and Excel; Developing and deploying production grade Python applications (using VSCode / PyCharm) to automate pricing workflows, risk analysis, and trade reporting for large-scale data sets on Linux servers, incorporating asynchronous programming (Asyncio) for performance optimization; Designing and calibrating volatility surfaces and correlation structures for exotic options pricing models, ensuring accurate sensitivity analysis (Greeks) and scenario testing, with SciPy, Excel, and proprietary pricing engines; Integrating pricing engines with data visualization frameworks (e.g., Dash, Plotly) to deliver interactive analytics and real-time trade monitoring tools connected to internal data feeds; and, Implementing robust model validation processes, including back-testing and stress-testing, to comply with internal risk management and regulatory standards, using internal validation frameworks, Excel, and Office Suite for reporting and documentation. Requisition 26022760. If interested apply online at www.bankofamerica.com/careers or email your resume to bofajobs@bofa.com and reference the job title of the role and requisition number. No phone calls. EOE.

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