Bank of America

We are seeking a highly skilled and innovative strategist / technologist to join our dynamic cross asset strategy team. As a key member of the team you will be responsible for developing and implementing advanced trading strategies and responding to end-user requests. Our team writes programs in Python that run on the Bank’s strategic platform, Quartz, to answer questions that relate to the entire global markets trading business. We work outside of the traditional IT organisation, based on the trading floor in London. You will be assisting the Cross Assets Strats team as part of the Strategic Risk and PnL project to re-factor and redesign our market model code. This project seeks to explain the risk and PnL of the Global Markets business in a strategic fashion. Working as part of a team of 7 people, you will be writing and debugging code in Python, running within Quartz, the in-house bank platform. On-going learning about and debugging existing market model code used for calculating risk and PnL, simplify and optimize to perform more efficiently. Programming ability is most highly prized. Financial knowledge is desirable but not strictly necessary, provided there is a willingness to learn. Please get in touch if: If you are passionate about programming and are comfortable with a variety of programming languages and paradigms* You have previously written scripting language, or at least know how you might go about it* You appreciate functional programming concepts and writing algorithms in a functional style* You have good mathematical abilities and want to learn more about using mathematical techniques to analyse data* You have financial and quantitative knowledge, and would like to learn moreKey Requirements* Bachelors or master’s degree in computer science, Mathematics, Finance or related field* Experience within quantitative trading, algo trading or related role* Proficient in Python, C++, C#, Java or Lisp (etc.!)* Excellent analytical skills* Good communication skillsPlease email paul.hollingsworth@bofa.com if you are interested in applying.