Quantitative Finance Analyst - Credit Risk & Modeling
Listed on 2026-10-13
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Finance & Banking
Risk Manager/Analyst, Banking Analyst, Financial Analyst, FinTech
Bank of America Merrill Lynch is seeking a Quantitative Finance Analyst for its Global Risk Analytics (GRA) team in Chicago. The role focuses on building risk models, validating model outcomes, and communicating findings to stakeholders across risk management and governance functions.
Candidate will leverage Python, SQL, SAS and big data tools to deliver robust risk measurements, forecasting, and performance monitoring in a regulated environment.
Our organisation is growing, and we are hiring a Quantitative Finance Analyst
- Credit Risk & Modeling in Chicago, IL, United States.
We invite applications for the Quantitative Finance Analyst
- Credit Risk & Modeling position located in Chicago, IL, United States.
The following role is for a Quantitative Finance Analyst
- Credit Risk & Modeling with Bank of America.
Our team is growing, and we are hiring a Quantitative Finance Analyst
- Credit Risk & Modeling in Chicago, IL, United States.
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