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Quantitative Risk Analyst - Default Models (C++, Python
Job in
Greater London, London, Greater London, W1B, England, UK
Listed on 2026-08-10
Listing for:
Bank of America
Full Time
position Listed on 2026-08-10
Job specializations:
-
Finance & Banking
Banking Analyst, FinTech, Risk Manager/Analyst
Job Description & How to Apply Below
Location: Greater London
Bank of America in Bromley, London, is seeking a Quantitative Finance Analyst to join Global Risk Analytics. The role focuses on developing, testing and maintaining default risk models and supporting regulatory and risk management needs.
You will work with Capital, Risk, Technology and Model Risk Management to deliver robust modeling solutions. You will apply advanced quantitative techniques, C++ and Python skills, and collaborate across teams to drive model enhancements and deliverables in a
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