Equity Exotics Strategist London, United Kingdom **Job Description:** **Job Title:** Equity Derivatives Quant, Vice President **Corporate Title:** Vice President **Location:** London **Company Overview** 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. Being a Great Place to Work is core to how we drive Responsible Growth. This includes our commitment to being a diverse and inclusive workplace, attracting and developing exceptional talent, supporting our teammates’ physical, emotional, and financial wellness, recognizing and rewarding performance, and how we make an impact in the communities we serve. At Bank of America, you can build a successful career with opportunities to learn, grow, and make an impact. Join us! **Job Description** We have an opportunity for an experienced quantitative strategist/modeler to join the Quantitative Strategy and Data Group team in London (QSDG), focusing on Equity Derivatives. The QSDG team is the global front-office team responsible for all firmwide models and analytics used by the Markets division at Bank of America, across all asset classes. The role is focused on equity derivatives and is primarily about designing and implementing production-grade models and analytics to support the growth of the equity exotics business through our structured products issuance and risk recycling initiatives. **Responsibilities** + Working on a wide range of projects including improving our fundamental pricing models + Developing tools to help identifying trading opportunities and improve the risk management of the books + Enhancing complex autopricing algorithms used be the firm **Skills** + Candidates educated at Master or PhD level in a STEM subject. + 2 to 10 years in a quant role in derivatives preferably in Equity Derivatives, with both a theoretical and practical understanding of Local Volatility, Stochastic Volatility, Correlation, Dividend modelling + Theoretical and practical understanding of numerical methods, including Finite Difference method for PDEs, Bermudan Monte-Carlo + Products expertise desirable in Equity autocallables, issuer callables, volatility target and variance derivatives + Experience of implementing models and analytics in C++ and Python in a production quantitative library + Proven track record of delivering robust, scalable and rigorously tested implementations in a dynamic environment + Excellent written and oral communication skills. **Bank of America** Good conduct and sound judgment is crucial to our long term success. It’s important that all employees in the organisation understand the expected standards of conduct and how we manage conduct risk. Individual accountability and an ownership mind-set are the cornerstones of our Code of Conduct and are at the heart of managing risk well. We are an equal opportunities employer and ensure that no applicant is subject to less favourable treatment on the grounds of sex, gender identity or gender reassignment, marital or civil partner status, race, religion or belief, colour, nationality, ethnic or national origins, age, sexual orientation, pregnancy or maternity, socio-economic background, responsibility for dependants or physical or mental disability. The Bank selects candidates for interview based on their skills, qualifications and experience. We strive to ensure that our recruitment processes are accessible for all candidates and encourage any candidates to tell us about any adjustment requirements. Bank of America and its affiliates consider for employment and hire qualified candidates without regard to race, religious creed, religion, color, sex, sexual orientation, genetic information, gender, gender identity, gender expression, age, national origin, ancestry, citizenship, protected veteran or disability status or any factor prohibited by law, and as such affirms in policy and practice to support and promote the concept of equal employment opportunity and affirmative action, in accordance with all applicable federal, state, provincial and municipal laws. The company also prohibits discrimination on other bases such as medical condition, marital status or any other factor that is irrelevant to the performance of our teammates. To view the "Know your Rights" poster, CLICK HERE (https://www.eeoc.gov/sites/default/files/2023-06/22-088\_EEOC\_KnowYourRights6.12.pdf) . 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