at Bank of America Merrill Lynch
Bulge Bracket Investment BanksPosted 2 days ago
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**Sr. Quantitative Engineer** sought for data-driven role. Leverage statistical modeling, big data tools (e.g., Python, SQL, Hadoop) to derive insights. Develop, implement, and monitor predictive models. Seasoned perfomer with 7+ years in quantitative analysis, statistical programming, and data modeling. Comfortable with A/B testing, experiment design. Collaborate cross-functionally, communicate complex ideas effectively. Deep understanding of financial or business domains a plus.
- Compensation
- Not specified USD
- City
- Chicago
- Country
- United States
Currency: $ (USD)
