Sr. Treasury Desk Strats Engineer (CFO)

Job Description:

At Bank of America we are guided by a common purpose to help make financial lives better through the power of every connection. We do this by driving Responsible Growth and delivering for our clients teammates communities and shareholders every day.

Being a Great Place to Work is core to how we drive Responsible Growth. This includes our commitment to being an inclusive workplace attracting and developing exceptional talent supporting our teammates physical emotional and financial wellness recognizing and rewarding performance and how we make an impact in the communities we serve.

Bank of America is committed to an in-office culture with specific requirements for office-based attendance and which allows for an appropriate level of flexibility for our teammates and businesses based on role-specific considerations.

At Bank of America you can build a successful career with opportunities to learn grow and make an impact. Join us!

Job Description:

The Quantitative Finance Group at Bank of America develops and operates an analytical computing platform spanning multiple geographical locations and including thousands of Linux compute cores. The platform is used by Bank of America to manage a $900B fixed income portfolio and to assist with business strategy and ad-hoc financial decisions at the highest levels of the Bank.

We are seeking a quantitative strategist/developer to join the front office Treasury Desk Strats team. The individual must be a self-starter and will be responsible for the development and maintenance of analytics and automation tools for the CIO (Chief Investment Office)/Treasury trading desks and the various groups in Corporate Treasury across all asset classes. The individual should have a passion for writing user-friendly APIs and maintain discipline in working towards the best technical solution/architecture by balancing tactical and strategic implementations according to the context and business needs.

Responsibilities:

• Participate in design and delivery of analytics automation and APIs for the CIO/Treasury trading desks and partner LOBs.
• Architect robust endtoend production pipelines with minimal maintenance strong observability testing and documentation to meet stringent frontoffice SLAs.
• Monitor daily runs triage incidents and make rapid wellreasoned decisions to restore service and prevent recurrences.
• Partner with the front office middle office and technology teams to help identify and solve time-sensitive issues that might arise in the trade booking process
• Build selfservice tools and userfriendly APIs enabling LOBs to create processes data workflows dashboards and web reports
• Deliver fast highquality releases; enforce code reviews standards and automated testing; continuously optimize performance reliability and cost on Linux compute clusters.
• Cultivate creativity rapid prototyping and pragmatic engineering; prioritize tasks and communicate progress to teammates stakeholders and leadership.

Required Qualifications:

• Masters Degree in a quantitative field
• 3-5 years demonstrating outstanding coding and/or quantitative skills in financial services or related treasury field
• Advanced coding and debugging skills in Python and SQL with the ability to write clear concise well-structured and maintainable code using object-oriented and functional programming concepts. Additional expertise in VBA and/or Perl would be a plus.
• Solid track record of delivering production quality tools to front office trading desks with an emphasis on speed to market
• Effective verbal and written communication skills to facilitate collaboration across various business partners to develop simplify and optimize process flow
• Ability to manage multiple priorities with minimal supervision
• Strong attention to detail

Desired Qualifications:

• Practical understanding of financial instruments spanning multiple asset classes especially mortgages sovereign bonds and their hedging derivatives
• The ability to work alone with minimal supervision or collaboratively within a team depending on the project
• Strong troubleshooting and analytical skills
• Strong desire to learn/develop/support service-oriented architectures and modern web technologies (client and/or server)
• Experience with parallel/distributed computing
• Experience with UNIX/LINUX Git Web technologies KDB AMPS Quartz

Skills:

• Critical Thinking
• Quantitative Development
• Technical Documentation
• Adaptability
• Collaboration
• Problem Solving
• Process Performance Measurement
• Written Communications

Shift:

Hours Per Week: