3 of 3 Permanent Quantitative Finance Jobs in Bromley

Title and Location Quantitative Finance Analyst (up to Assistant Vice President) – Bromley, London. Team & Context Global Risk Analytics (GRA) – Default Risk Modelling team within Global Markets Risk Analytics (GMRA). Responsibilities Develop, test, document and maintain Default Risk models including risk factor simulation, pricing, aggregation, and back … testing. Support the Default Risk platform, investigating system issues and providing quantitative support to model users. Improve model development infrastructure (test harnesses, utilities, visualization tools). Partner with Capital, Risk, Technology, Model Risk Management and Market Risk Management on model enhancement, performance testing and documentation to satisfy internal ...

Bank of America is seeking a Quantitative Finance Analyst (up to AVP) to join Global Risk Analytics in Bromley, London. You will develop, test, and maintain default risk models, work with stakeholders across risk and technology, and contribute to regulatory exams. Candidates should hold a Master … quantitative field, be proficient in C++ and Python, and have strong communication and project management skills. #J-18808-Ljbffr ...

Title: Senior Quantitative Engineer Corporate Title: Up to Director Location: Bromley Company Overview Bank of America is dedicated to improving financial lives through trusted connections. We value responsible growth and strive to be an inclusive workplace that supports the well‐being of our employees and their families. Location Overview … located in one of London’s greenest boroughs, with easy commuting routes and Central London just 15 minutes away by train. Team The Senior Quantitative Engineers in Global Risk design and oversee reusable, scalable software components that enable data and analytical capabilities across the organization. They collaborate with modelers ...