Patient Financial Specialist at Prisma Health responsible for patient financial assessments and collections. Collaborating with Social Work and Outcomes Management to ensure continuity of care.
About the role
- Senior Quantitative Finance Analyst focusing on quantitative analytics and modeling projects at Bank of America. Leading model development and collaborating with various business units for market risk assessment.
Responsibilities
- This job is responsible for conducting quantitative analytics and complex modeling projects for specific business units or risk types.
- Key responsibilities include leading the development of new models, analytic processes, or system approaches, creating technical documentation for related activities, and working with Technology staff in the design of systems to run models developed.
- Develop and enhance quantitative risk models, analytics, and applications in support of market risk assessment and regulatory capital calculation in current Basel 2.5 (e.g., VaR, Stressed VaR, Risks Not in VaR) and/or upcoming FRTB (e.g., Standard Approach, Expected Shortfall, Non-modellable risk factor, Risks Not in Model) regulatory framework.
- Conduct analysis for implementation of market risk models in strategic model platform.
- Develop model performance monitoring metrics such as benchmarking, back-testing as part of continuous efforts to identify and remediate potential model weakness.
- Closely work with Global Markets Risk (GMR) and Front-Line Units (FLU) trading desks for internal risk management, Enterprise Capital Management (ECM) for market risk capital requirements, technology partners for model implementation, front-office pricing model quant developers, and Model Risk Management (MRM) for model risk oversight.
- Perform quantitative analysis in preparation of exams, regular dialogues with supervisory regulators across the globe.
Requirements
- Master’s degree in related field or equivalent work experience
- PhD (preferred) or master’s degree in quantitative fields such as financial engineering, mathematics, statistics, physics, computer science, or equivalent
- Solid 5+ years of work experience in developing FO pricing models or market risk models
- Advanced programming skills in Python with 5+ years of experience
- Solid understanding of derivatives pricing
- In depth understanding of Value at Risk and statistical estimation methods
- Strong communication (both written and verbal) and collaboration skills (this project involves communicating with various groups within the firm)
- Effective thinking skill to be able to independently and proactively identify/suggest/resolve issues.
Benefits
- Employees are eligible for an annual discretionary award based on their overall individual performance results and behaviors, the performance and contributions of their line of business and/or group; and the overall success of the Company.
- We provide industry-leading benefits, access to paid time off, resources and support to our employees so they can make a genuine impact and contribute to the sustainable growth of our business and the communities we serve.
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