VP/Director, Quantitative Analyst - Commodities Quantitative Strategies and Data Group

Bank of America - Houston, TX

Hiring: VP/Director, Quantitative Analyst - Commodities Quantitative Strategies and Data Group Company: Bank of America Location: Houston, TX Job Posted Time: 2026-09-17 10:40:57 Target Skills & Keywords : C++, Derivatives, Equities, Python About the job Required Skills: •We value the unique perspectives individuals bring from all backgrounds and career paths - whether shaped by military service, community college education, or a wide range of work and life experiences. These journeys foster resilience, leadership and innovation, strengthening our workforce and positively impact the communities we serve. •Bank of America is committed to an in-office culture that supports collaboration, engagement, and career development. Our approach includes clear in-office expectations, while providing an appropriate level of flexibility based on role-specific responsibilities and business needs. •At Bank of America, you can build a successful career with opportunities to learn, grow, and make an impact. Join us! •Given the nature of the role, we are especially interested in candidates who can combine strong modelling intuition with hands-on implementation skills, including the ability to develop and support pricing models and analytics library in production. •Develop, implement, and maintain pricing and risk models for a wide range of commodities derivatives. •Work on pricing models for commodities products, with potential focus areas including power, gas, spread options, storage, structured products, and other non-standard commodity derivatives. •Design and build scalable model pricing code and quantitative software platforms that support risk analytics and trading needs. •Work closely with traders, structurers, and risk managers to deliver high-performance analytics and model-driven tools. Qualifications: •Advanced degree (MSc/PhD) in a quantitative discipline such as Mathematics, Physics, Computer Science, Financial Engineering, or related quantitative field. •Strong experience in pricing and modelling derivatives, preferably in commodities, but FX, equities, or other complex products also considered. •Solid knowledge of volatility modelling techniques and derivative pricing theory. •Proficiency in C++ and Python for numerical computing and model development. •Knowledge of working within a structured software development environment. Use of source code control systems, continuous integration environments, testing, release processes, etc. •Excellent problem-solving skills, attention to detail, and strong communication abilities. Compensation: •$100,000 - $300,000 / year Interested candidates, please apply directly through the job posting on company's career page or try via AI auto apply on this platform. Don't miss this opportunity to join a forward-thinking team!