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Job description
BofA Securities, Inc. is seeking a skilled quantitative researcher to develop and optimize systematic equity volatility strategies. You will work on timing, hedging, and risk management using time-series modeling, machine learning, and derivatives tools.
The role requires a Master’s in a quantitative field and 3 years of relevant experience, with production-level Python capabilities and collaboration across sales, trading, and risk teams. Hybrid work within commutable distance may apply.
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Worksite address
new york, NY, 10261, US
Who can apply
Review the original listing for work authorization, qualifications and employer requirements.