VP; Valuation Analyst

VP; Valuation Analyst sought by Bank of America N.A. to develop & enhance the quantitative methodologies for IPV & associated Fair Value & Prudent Valuation Adjustments. Define Fair Value Hierarchy classification & justification, i.e. creating the framework for a given product, risk, or portfolio as appropriate. Remote work may be permitted w/in a commutable distance from the worksite. Reqs: Master's or equiv. & 2 yrs exp. in: Utilizing input of market parameters (swap rates, spreads,

cap/floor & swaption vols, exchange- traded securities across different currencies) to ensure accurate derivatives portfolio valuation, incl. Greeks, mark- to-market (MTM), & PnL attribution; Conducting independent valuation validation, developing Fair Value Hierarchy Classification, & ensuring compliance with valuation uncertainty controls. Salary: $154,500 to $164,500/year. Job Site: New York, NY. Req#25038059. If interested apply online at www.bankofamerica.com/careers or email your resume to bofajobs@bofa.com & reference the job title of the role & requisition number. No phone calls. EOE.