Vice President Lead Securities Quantitative Analytics Specialist

About this role:

Wells Fargo is seeking a Lead Securities Quantitative Analytics Specialist

In this role you will:

• Lead complex initiatives with broad impact and act as key participant in large-scale planning for Securities Quantitative Analytics

• Develop automated trading algorithms create cutting-edge derivative pricing models and empirical models to provide insight into market behavior

• Review and analyze complex multi-faceted larger scale or longer-term business operational or technical challenges that require in-depth evaluation of multiple factors including intangibles or unprecedented factors

• Use quantitative and technological techniques to solve complex business problems

• Conduct research on trading cost models liquidity models risk models portfolio construction methodology and signal generation

• Resolve issues and achieve goals

• Make decisions on complex and multi-faceted situations requiring understanding of Securities Quantitative Analytics policies procedures and compliance requirements

• Influence and lead the broader work team to meet deliverables and drive new initiatives

• Lead projects teams or serve as a peer mentor

• Collaborate and consult with peers colleagues and mid-level to senior managers

• Play an integral role to the trading floor

Required Qualifications:

• 5 years of Securities Quantitative Analytics experience or equivalent demonstrated through one or a combination of the following: work experience training military experience education

Desired Qualifications:

• Experience of C development experience where C constitutes 80% of the development demonstrated through one or a combination of the following: work experience training education

• BS or higher in computer science

• Proficient in latest C standards (C1720etc)

• Proficient in design patterns

• Education/experience in quantitative areas

• Strong analytical skills with high attention to detail and accuracy

• Experience in quantitative computing systems and database development is preferred

• Knowledge in financial products and market and/or counterparty risk

Job Expectations:

Department Overview

Mortgage Modeling Development Center (MMDC)

The MMDC centrally manages all quantitative modeling related to market and interest rate risk on the banks mortgage products including consumer banking mortgage activities trading activities and investment portfolio positions in mortgage products.

About the Role

This role includes model testing development of libraries analytic framework design data infrastructure construction and maintenance liaising with onshore partners working in collaboration and strong partnership with model developers and various other stakeholders.

Functional Responsibilities

Duties include but are not limited to:

• Develop C utility and quant library

• Experience in C DevOps and build systems specifically CMake (presets and cache)

• Experience in software development lifecycle (SDLC) and Agile technologies (Git Jira Confluence)

• Familiarity with CI/CD automation preferably GitHub Actions

• Python preferred but optional

• Work in close partnership with model developers model users Investment Portfolio technology and other stakeholders

• Perform highly complex activities related to design development implementation and documentation tools & infrastructures for quantitative mortgage models and analytics

• Model tests library development process automation analytic framework design analytic data infrastructure construction and maintenance and relevant system implementation

• Design and document development best practice process

• Collaborate and consult with model developers model users technology experts

Posting End Date:

*Job posting may come down early due to volume of applicants.

We Value 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 units risk appetite and all risk and compliance program requirements.

Candidates applying to job openings posted in Canada: Applications for employment are encouraged from all qualified candidates including women persons with disabilities aboriginal peoples and visible minorities. Accommodation for applicants with disabilities is available upon request in connection with the recruitment process.

Applicants with Disabilities

To request a medical accommodation during the application or interview process visitDisability 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.