JobHunting版 - BOA Quantitative Developer Position in Los Angeles (转载) |
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发帖数: 26 | 1 【 以下文字转载自 Working 讨论区 】
发信人: nothingtosay (whoknows), 信区: Working
标 题: BOA Quantitative Developer Position in Los Angeles
发信站: BBS 未名空间站 (Fri Nov 5 18:52:17 2010, 美东)
Please send your resume to carl.wu at bankofamerica.com if interested.
Please note this is a development position on trading floor and strong
programing background is required. We do consider sponsorship for
outstanding candidates.
Company
Bank of America, Home Loan & Insurance Division
Calabasas, California
Job Description
Perform quantitative analysis to support MBS/ABS pricing and trading
activities. Responsibilities include implementation (coding) of high
performance best execution/pricing systems in order to ensure accurate
valuation of various loan products using C# .NET; recommend any changes in
system design and architecture of the pricing/optimization models to improve
the performance, and reduce the maintenance cost; validate functional
modules from internal and external sources for use in the company's pricing
models; perform financial analysis to assist in valuation of new products
and enhancement of current products; coordinate with technology groups to
deploy the best execution system and related functional modules.
This position requires an experienced and multi-faceted individual with
superior software technical skills in SQL and C#, knowledge to Microsoft
Excel and VBA is definitely a plus. A fixed-income or mortgage-related
financial background with experience in risk management is desirable, though
not essential. The individual should have well-developed skills in
programming, application design, SQL Server and other Microsoft technologies
and familiar with software development cycle. The candidate should be
proficient in data interrogation. The individual should possess excellent
communication, facilitation and negotiation skills. The individual must be
comfortable adapting to a rapidly moving client focus and must be adept at
multitasking.
Required Skills
• C# (C Sharp)
• SQL
• OOP / Design Patterns
• Strong analytical/problem solving skills
• Strong debugging/maintenance skills
• Detailed-oriented
• Excellent written and verbal communications skills
• Bachelors or advanced degree in computer science or engineering |
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