Senior Quantitative Finance Analyst - Default Risk

Bank of America is seeking a Quantitative Finance Analyst (up to AVP) to join Global Risk Analytics in Bromley, London. You will develop, test, and maintain default risk models, work with stakeholders across risk and technology, and contribute to regulatory exams.

Candidates should hold a Master's or PhD in a quantitative field, be proficient in C++ and Python, and have strong communication and project management skills.