Job Description:
Job Title: Equity Quant Developer, Vice President
Corporate Title: Vice President
Location: London
Company Overview:
At Bank of America, we are guided by a common purpose to help make financial lives better through the power of every connection. Responsible Growth is how we run our company and how we deliver for our clients, teammates, communities and shareholders every day.
One of the keys to driving Responsible Growth is being a great place to work for our teammates around the world. We're devoted to being a diverse and inclusive workplace for everyone. We hire individuals with a broad range of backgrounds and experiences and invest heavily in our teammates and their families by offering competitive benefits to support their physical, emotional, and financial well-being.
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Bank of America believes both in the importance of working together and offering flexibility to our employees. We use a multi-faceted approach for flexibility, depending on the various roles in our organization.
Working at Bank of America will give you a great career with opportunities to learn, grow and make an impact, along with the power to make a difference. Join us!
Location Overview:
Our London office is based just a stone's throw from the magnificent St. Paul's Cathedral on bustling King Edward Street. Here you'll find modern workspaces and a state-of-the-art auditorium space. In addition, we're proud to host an onsite restaurant that shares our commitment to sustainability by providing delicious seasonal menus which have been created with the planet in mind. Make sure to take time for yourself and head up to our rooftop terrace and take in the spectacular views across London. Finally, your physical wellness is well-catered for with our onsite gym facilities and medical centre.
The Team:
The equity quant derivative team is a large multicultural and pluridisciplinary team working closely with the equity derivative trading desk and our technology partners.
As a member of this team you will be interacting directly with the business and with quants from our organisation across the globe.
The team fosters a very collaborative environment encouraging everyone creativity and unique skillset to be expressed.
Being close to the trading organisation also provides everyone with learning opportunities through regular support tasks.
Role Description:
As a quant developer in the equity derivative team your responsibilities will encompass a wide spectrum of projects and environment. From the model development, optimisation and maintenance in C++ to the extension and maintenance of our python stack surrounding risk calculation and instrument creation.
Responsibilities:
- Work on our core C++/CUDA library architecture.
- Build high performance MC and PDE model implementations.
- Build tools to understand and optimise usage of our large compute grid.
- Develop and enhance scripted payoff compiler using LLVM.
- Deploy risk engine efficiently in python based technology applications.
- Build out and enhance profit and loss explanation tools.
- Conduct risk report development using python risk stack.
What We Are Looking For:
- Languages: C++ (required). Python, CUDA (preferred).
- Desirable Skills: Performance Profiling, CPU and GPU architecture, Linux, LLVM (preferred)
- Experience: Financial maths and derivatives pricing (optional), Large C++ codebase development (preferred).
- Education: A preference for a Computer Science education above a finance/maths background, although either is acceptable.
Benefits of working at Bank of America: UK
- Private healthcare for you and your family plus an annual health screen to help you manage your physical wellness with the option to purchase a screen for your partner
- Competitive pension plan, life assurance and group income protection cover if you become unable to work as a result of a disability or health reasons
- 20 days of back-up childcare including access to school holiday clubs and 20 days of back-up adult care per annum
- The ability to change your core benefits as well as the option of selecting a variety of flexible benefits to suit your personal circumstances including access to a wellbeing account, travel insurance, critical illness etc.
- Access to an emotional wellbeing helpline, mental health first aiders and virtual GP services.
- Access to an Employee Assistance Program for confidential support and help for everyday matters
- Ability to donate to charities of your choice directly through payroll and the bank will match your contribution
- Opportunity to access our Arts & Culture corporate membership program and receive discounted entry to some of the UK's most iconic cultural institutions and exhibitions.
- Opportunity to give back to your community, develop new skills and work with new groups of people by volunteering in your local community.
Bank of America:
Good conduct and sound judgment is crucial to our long term success. It's important that all employees in the organisation understand the expected standards of conduct and how we manage conduct risk. Individual accountability and an ownership mind-set are the cornerstones of our Code of Conduct and are at the heart of managing risk well.
We are an equal opportunities employer and ensure that no applicant is subject to less favourable treatment on the grounds of sex, gender identity or gender reassignment, marital or civil partner status, race, religion or belief, colour, nationality, ethnic or national origins, age, sexual orientation, pregnancy or maternity, socio-economic background, responsibility for dependants or physical or mental disability. The Bank selects candidates for interview based on their skills, qualifications and experience.
We strive to ensure that our recruitment processes are accessible for all candidates and encourage any candidates to tell us about any adjustment requirements.