Vice President, Quantitative Analyst, Interest Rates, Global Markets, Japan

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.

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

Job Description:
The Linear Rates Quantitative Strategy Group is seeking a quantitative strategist to join a global front-office team supporting trading across swaps, governments, agencies, repo, and inflation products. The team develops and delivers pricing, risk, and analytics solutions used directly by trading desks, including support for electronic trading and real-time decision-making.

Overview

• Role: Front Office Quant / Quantitative Strategist
• Business Coverage: Linear Rates (Interest Rate Swaps, Government Bonds, Repo, Inflation)
• Focus: Pricing models, real-time risk, e-trading analytics, platform integration
• Technical Environment:
  • Languages: C++, Python
  • Systems: Real-time pricing engines, trading platforms, risk systems
  • Architecture: High-performance, low-latency analytics and scalable data pipelines
  • Tooling: Modern development stack including AI-assisted development and automation frameworks

Key Responsibilities:

• Develop and enhance pricing models and risk analytics for linear rates products
• Support electronic trading and real-time pricing, including RFQ and automated workflows
• Work closely with traders on pricing, hedging, and risk management decisions
• Integrate models into production trading systems with a focus on performance and reliability
• Build and maintain analytics libraries and tools used across the business
• Provide front-office support for trading, risk, and new product initiatives
• Leverage AI and modern automation tools to:
  • Improve development productivity and code quality
  • Enhance pricing, calibration, and data workflows
  • Explore Machine Learning driven approaches to analytics and monitoring

Candidate Profile

• Advanced degree in a quantitative field (Math, Physics, Engineering, Finance)
• Strong programming skills in C++ and Python
• Solid background in stochastic calculus, numerical methods, and derivatives pricing
• Knowledge of interest rates products and interest rate modeling
• Ability to operate effectively in a front-office, trading-driven environment
• Strong communication skills and collaboration with traders and stakeholders
• Prior front-office Quant / Strategy experience preferred