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About the role

Bank of America is seeking a leader to develop and validate quantitative analytics and risk models across key portfolios. This role oversees model performance, governance, and validation activities, acting as SME to ensure accuracy and regulatory readiness. The position requires 5–10 years in risk/finance, advanced degree in a quantitative field, and proficiency in Python, Excel, and SQL. Strong documentation and communication skills are essential.

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JOB OVERVIEW

Experience level

Senior

Location

Jersey City, NJ

Occupation

Financial Risk Specialists

Industry

Portfolio Management and Investment Advice

Posted

yesterday

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