Risk Quant: VaR Modeling, Data Validation & Risk Tech

Company: Bank of America
Apply for the Risk Quant: VaR Modeling, Data Validation & Risk Tech
Location: London
Job Description:

Bank of America is seeking candidates for a quantitative role focused on market models and risk measurement. Applicants should have a Master’s or PhD in Finance or a quantitative field, alongside experience in financial markets.

The position involves designing risk models, implementing data testing frameworks, and producing validation reports. Proficiency in Python, SQL, and knowledge of regulatory capital requirements are essential. Strong analytical and communication skills are highly valued.

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Posted: July 4th, 2026