Quantitative Risk Analyst - Default Models (C++, Python)

Bank of America in Bromley, London, is seeking a Quantitative Finance Analyst to join Global Risk Analytics. The role focuses on developing, testing and maintaining default risk models and supporting regulatory and risk management needs.

You will work with Capital, Risk, Technology and Model Risk Management to deliver robust modeling solutions. You will apply advanced quantitative techniques, C++ and Python skills, and collaborate across teams to drive model enhancements and deliverables in a

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