At Bank of America, we are seeking an experienced Quant Developer to join our New York Rates Quantitative Strategy Data Group. The role will focus on designing, prototyping, and deploying LLM-powered applications for the Rates business, as well as contributing to the broader Rates analytics platform and embedded AI initiative within Global Markets.
Requirements
- Design, prototype, and deploy LLM-powered applications for the Rates business
- Build agentic workflows to create reliable, multi-step reasoning systems
- Research and evaluate new models/methods and develop lightweight prototypes
- Partner with tech, support partners and the business to ensure AI solutions are safe, compliant, and aligned with front-office needs
- Develop and enhance pricing and risk models for linear rates derivatives
- Integrate models and analytics into the firm’s trading and risk systems
- Provide tactical desk support for pricing, risk, hedging, and trade analysis
Benefits
- 401k Matching
- Generous Paid Time Off
- Tuition Reimbursement