Intermediate Quantitative Analyst

Employer
Bank of America Corporation
Location
New York, NY, USA
Salary
Competitive
Posted
Dec 13, 2018
Closes
Dec 15, 2018
Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Job Description:

The Portfolio Oversight Team within the CIO office is responsible for the independent investment performance and risk oversight of CIO model portfolios. These model portfolios comprise of single- and multi-sleeve strategies in traditional and alternative asset classes that are offered on both UST and ML platforms.

The Portfolio Oversight Team is looking to hire an analyst to support our oversight activities. The selected candidate will be tasked with the following:
Create high-quality quarterly portfolio review package for assigned portfolios (40+) to better understand portfolio movement and performance Create portfolio visualization tools for monitoring performance and risk Conduct portfolio review meetings with portfolio managers to appraise performance and risk with respect to internal guidelines Conduct month-end, quarter-end, and semi-annual oversight-related activities
Automate existing manual workflow activities using Visual Basic for Applications (VBA) and R.
Required Skills
  • B.A./B.S. in Business, Accounting, Economics, Finance, Mathematics, Statistics or equivalent experience
  • 3+ years of experience in an investment performance or related role
  • Passion for mining, interpreting, and synthesizing performance attribution data
  • Demonstrate proficiency in calculating investment performance and understanding of attribution methodologies for both equities and fixed income
  • Ability to interpret large datasets and communicate insights in concise speaking points.
  • Proficiency in PowerPoint and advanced Excel skills (pivot tables, look-ups)
  • Detail-oriented, delivering a high-quality and c-suite executive-ready work product in a timely manner
  • Strong written and communication skills
  • Takes initiative and is a self-starter; works independently
  • Promotes teamwork and collaboration by valuing, leveraging, and developing the broader team to achieve team and enterprise objectives
  • Ability to prioritize and handle multiple tasks and stakeholders; adapt to changing business needs
  • Series 7 and 66 or the ability to gain license within 120 days is required.

Desired Skills
  • Progress towards attaining CFA and/or CIPM designation
  • Knowledge of asset allocation, equities, and fixed income
  • Knowledge of FactSet, Morningstar Direct, BondEdge
  • Ability to pull and manipulate large datasets and automate reporting using R, VBA, and SQL
Ability to create visualization tools using both R and Tableau

Shift:
1st shift (United States of America)

Hours Per Week:
40

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