Senior Quantitative Finance Analyst
Bromley, England, United Kingdom
Bank of America
to ensure that its models and analytics address both internal and regulatory requirements, such as quarterly Enterprise Stress Testing (EST), the annual Comprehensive Capital Analysis and Review (CCAR), and the Current Expected Credit Losses (CECL) accounting standard. GRA models follow an iterative and ongoing development life cycle, as the … the changing nature of portfolios, economic conditions, and emerging risks. In addition to model development, GRA conducts model implementation, data management, model execution and analysis, forecast administration, and model performance monitoring. GRA drives innovation, process improvement and automation across all these activities. Responsibilities: Performs end-to-end market risk … identify areas of potential risk Works closely with model stakeholders and senior management with regard to communication of submission and validation outcomes Performs statistical analysis on large datasets and interprets results using both qualitative and quantitative approaches What we are looking for: Bachelor’s degree or equivalent with a more »
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