Lateral

Quantitative Engineers in Global Risk build scalable software, big-data pipelines, models, and testing capabilities that support risk management and regulatory requirements. The role combines software engineering, quantitative analysis, and financial data expertise across the data-to-UI stack.

Senior Engineer role shaping a strategic Post Trade Data Platform for global markets, with a focus on scaling ingestion, resilience, data accessibility, and quality. The role combines hands-on engineering, architecture, technical leadership, and mentoring across a globally distributed team.

Senior Java Developer building ultra-low-latency pricing and auto-hedging services for FX e-trading at Bank of America. The role combines server-side Java development, quantitative trading collaboration, and occasional production support in an office-based Bromley team.

Lead the front-end architecture and delivery of a low-latency, real-time trading platform used by sales, trading, and institutional clients worldwide. Build performant, resilient, and accessible interfaces with React, TypeScript, and RxJS.

Build and enhance low-latency electronic trading systems for Bank of America’s global markets business. This role focuses on Java strategy engines, core frameworks, market connectivity, and collaboration with quantitative traders.

Join Bank of America’s Quantitative Strategies & Data Group as a Quant Developer building Python-based market risk and quantitative solutions across global asset classes. This hands-on role combines quantitative modeling, data analysis, software engineering, and collaboration with Technology, Risk, and Quant teams.