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About the Role
Wells Fargo seeks a Lead Securities Quantitative Analytics Specialist to design, develop, and implement quantitative models for Credit and SPG risk management, trading strategies, and pricing. The role involves collaborating with other Quants, communicating with stakeholders, and delivering high-quality software and documentation.
Responsibilities
- Design, development, and implementation of quantitative models for Credit and SPG risk management, trading strategies, and pricing of Credit and SPG products.
- Develop, integrate, and deploy optimization-based curve construction in collaboration with other Quants.
- Provide expertise in relevant software design, implementation and performance optimization.
- Effectively communicate and partner with Business Stakeholders, other Quant Teams, Technology and Project Management.
- Deliver high-quality software and documentation following our standardized planning and Agile-based SDLC process.
- Support the trading desk with questions about deployed models.
Requirements
- Position requires a Master’s degree in Finance, Statistics, Mathematics, or related quantitative field.
- Five (5) years of experience in the job offered or in a related position involving securities quantitative analytics experience.
- 5 years of quantitative development experience
- 4 years Credit and SPG modeling and model implementation experience
- Experience with Credit and SPG products PnL process development and implementation
- Experience working with Sales and Trading partners as a front office quant
- Financial mathematics, particularly stochastic calculus, Monte-Carlo or other numerical methods.
- Programming in C++ and Python, and proficient in the model implementation.
- Experience with model documentation and model validation.
Skills
- Credit and SPG modeling
- Model implementation
- Credit and SPG products PnL process development
- Sales and Trading partner collaboration
- Front office quant experience
- Financial mathematics
- Stochastic calculus
- Monte-Carlo methods
- Numerical methods
- C++ programming
- Python programming
- Model documentation
- Model validation
Location
- New York, NY
Work Type
- Telecommuting is permitted up to 2 days a week.
- Position must appear in person to the work address.
Experience Level
- Lead
Education Level
- Master’s degree in Finance, Statistics, Mathematics, or related quantitative field
Salary/Compensations
- $185,000 - $300,000
Benefits
- Health benefits
- 401(k) Plan
- Paid time off
- Disability benefits
- Life insurance, critical illness insurance, and accident insurance
- Parental leave
- Critical caregiving leave
- Discounts and savings
- Commuter benefits
- Tuition reimbursement
- Scholarships for dependent children
- Adoption reimbursement
About the Company
- At Wells Fargo, we want to satisfy our customers’ financial needs and help them succeed financially.
- Corporate Risk helps all Wells Fargo businesses identify and manage risk.
- The team focuses on several key risk types, including conduct, credit, financial crimes, information security, interest rate, liquidity, market, model, operational, regulatory compliance, reputation, strategic, and technology risk.
- The group provides leadership, enhances communications, assists with problem identification and solutions, and shares best practices.
- In addition, the group provides an enterprise-wide view of risk, assists management and our Board of Directors in identifying and monitoring risks that may affect multiple lines of business, and takes appropriate action when business activities exceed the risk tolerance of the company.
Equal Opportunity
- Wells Fargo is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other legally protected characteristic.
- Employees support our focus on building strong customer relationships balanced with a strong risk mitigating and compliance-driven culture which firmly establishes those disciplines as critical to the success of our customers and company.
- They are accountable for execution of all applicable risk programs (Credit, Market, Financial Crimes, Operational, Regulatory Compliance), which includes effectively following and adhering to applicable Wells Fargo policies and procedures, appropriately fulfilling risk and compliance obligations, timely and effective escalation and remediation of issues, and making sound risk decisions.
- There is emphasis on proactive monitoring, governance, risk identification and escalation, as well as making sound risk decisions commensurate with the business unit’s risk appetite and all risk and compliance program requirements.
- Applicants with Disabilities: To request a medical accommodation during the application or interview process, visit Disability Inclusion at Wells Fargo.
- Drug and Alcohol Policy: Wells Fargo maintains a drug free workplace. Please see our Drug and Alcohol Policy to learn more.
- Wells Fargo Recruitment and Hiring Requirements: a. Third-Party recordings are prohibited unless authorized by Wells Fargo. b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process.