Risk Quant – Market Risk Modeling & VaR Expert

Company: Bank of America
Apply for the Risk Quant – Market Risk Modeling & VaR Expert
Location: London
Job Description:

Bank of America seeks a skilled Risk Quant to join the Quantitative Strategies & Data Group in London. This role involves designing and maintaining market models to accurately assess risk exposures across various asset classes while ensuring compliance with regulatory standards.

Ideal candidates hold an advanced degree in a quantitative field and possess proficiency in Python, SQL, and C++. The position requires excellent analytical skills and strong communication abilities. Join us to make a significant impact in the financial sector!

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Posted: July 7th, 2026