The Quantitative Strategies Group (QSG) is a part of the Global Markets business of BAML. We provide quantitative and technical solutions to our trading desks and their partners, helping them provide accurate and fast quotes to clients and to manage their risk and PnL effectively.
We then closely monitor and support the use of our solutions within the regulatory environment that we operate in.
Our team supports the core interest rate framework in Quartz (our strategic front to back pricing / risk system), we maintain the rates instruments, markets models and pricing model Python APIs.
As a core team we support many other user facing technology and QSG teams, and interact with the business on a few strategic projects.
We are looking for strong developer who understands the underlying financial and mathematical concepts of the code they write.
You must have a passion for powerful yet user friendly APIs and discipline in working towards the best technical solution / architecture rather than the easiest.
You will need to balance pragmatic and strategic approaches according to the context and business needs.
Your code should be clear, concise, well-structured and maintainable.
The ideal candidate will also have :
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 mindset are the cornerstones of our Code of Conduct and are at the heart of managing risk well.
As part of our standard hiring process to manage risk, please note background screening checks will be conducted on all hires before commencing employment
If you are interested in this opportunity please send your details to us by applying online with your CV.
We are an equal opportunities employer, and ensure that no applicant is subject to less favourable treatment on the grounds of gender, marital status, race, colour, nationality, ethnic or national origins, age, sexual orientation, responsibilities for dependants, physical or mental disability.
The Bank selects candidates for interview based on their skills, qualifications and experience.