Description
At Bank of America, you will be part of a team guided by a common purpose to help make financial lives better through the power of every connection.
You will join the Asia Pacific equity derivatives and cross asset quant investment strategy team within Global Research.
Responsibilities:
- Develop derivatives trade ideas for global institutional clients
- Formulate views on volatility and devise efficient hedging strategies
- Create and publish leading-edge quantitatively-driven systematic strategies for alpha generation and hedging
- Engage internally with structuring, sales, and trading teams, as well as externally with a broad set of institutional clients
Requirements:
- Strong academic background in quantitative finance, financial engineering, mathematics, or physics
- Advanced proficiency in quantitative analysis and statistics
- Strong programming skills in languages such as Python, R, Matlab, VBA, SQL, and Excel
- Fluency in English
- Effective written and presentation skills
- Keen eye for detail and accuracy
- Long-term interest in quantitative finance and demonstrated achievements in this field
- Prior experience in developing and backtesting quantitative investment strategies is preferred
- Exposure to machine learning, natural language processing, or advanced information theory is a plus