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:

• Play an integral role on the trading floor on Interest Rates Options and help solve their problems.
• Participating in model development and deployment
• Participating in model software implementation
• Writing code (in Java 8-functional programming) and refactoring code
• Testing and testing documentation
• Participating in unit testing large scale Quant testing pre-integration testing integration testing regression testing UAT
• Participation in issue resolution
• Debugging case preparation (to produce isolated cases to demonstrate the issues) for the Rates Quants
• Debug and conclude data issues/model input issues
• Part of the model documentation
• Production of health monitoring tools
• Participating in the creation execution and development of Front Office test plans
• Actively participating and contributing to team discussions on project specific areas/assignments
• Maintaining proper documentation of all processes and keeping the code up to date
• Answering ad hoc questions from various stakeholders including US Front Office Quants populating templates or creating new reports/extracts/results as requested by stakeholders

Job Expectations:

• A masters or PhD in quantitative fields such as math statistics engineering physics economics computer sciences etc.
• Min 5 years of relevant experience in Securities Quantitative Analytics or equivalent demonstrated through one or a combination of the following: work experience training military experience education
• Min 5 years experience in Rates Quant
• Excellent verbal written presentation and interpersonal communication skills
• Hands-on experience in programming in JAVA-8(functional programming)
• Good writing skills
• A PhD in Math (Mathematical Finance is a Plus) Physics Engineering or Computer Sciences is an added advantage
• 5 years experience coding in Java or C

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.