We are looking for two Quantitative Analysts to join the Global Risk Analytics group at Bank of America. These roles will join the model development team based in Chicago. They will be responsible for working on a number of projects at once, all regarding credit risk and default risk. They are working on a standardized approach for modeling and model support. They will take large sets of sets, explain what the data means and explain it to different groups internally (risk managers, stakeholders, etc.). We are looking for a junior/mid-level candidate who can learn their environment, and grow with the team. This role will be a contract-to-hire position, based on performance.

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