“Quant Developer role at Bank of America's Global Markets division for the Quantitative Strategies & Data Group. Requires Python, SQL, C++ expertise to develop risk models (VaR, FRTB IMA) across asset classes (Rates, FX, Equity, etc.). Involves data analysis, model validation, and collaboration with Quants, Risk, and Tech teams. Open to junior (2+ years experience) and senior candidates.”