Lead Securities Quantitative Analytics Specialist (Req. #002542)

At Wells Fargo we want to satisfy our customers financial needs and help them succeed financially. Were looking for talented people who will put our customers at the center of everything we do.

Help us build a better Wells Fargo. It all begins with outstanding talent. It all begins with you.

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 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.

Wells Fargo Bank N.A. seeks a Lead Securities Quantitative Analytics Specialist in New York NY.

Job Role and Responsibility: Serve as an expert advisor to senior leadership to develop or influence objectives plans specifications resources and long-term goals for highly complex business and technical needs across Securities Quantitative Analytics. Lead the strategy implementation and resolution of highly complex and unique challenges requiring in-depth evaluation across multiple areas companywide. Deliver solutions that are long-term large-scale and require vision creativity innovation advanced analytical and inductive thinking and coordination of highly complex activities and guidance to others. Use quantitative and technological techniques to solve complex business problems. Create cutting-edge mortgage pricing models and empirical models to provide insight into market behavior. Work constructively in collaboration with business model development model validation and information technology. Telecommuting is permitted up to 2 days a week. Position must appear in person to the location listed as the work address.

Travel required: None

Required Qualifications:

Position requires a Masters degree in Finance Statistics Mathematics or related quantitative field and two (2) years of experience in the job offered or in a related position involving securities quantitative analytics experience.

Specific skills required:

• Two (2) years of experience with implementing and maintaining quantitative library in C;
• Two (2) years of experience with utilizing best software development practices to design and develop in-house mortgage analytics system;
• Two (2) years of experience with financial derivatives modeling and implementation;
• Two (2) years of experience in vendor mortgage analytics system such as Polypaths QRM Yieldbook;
• Two (2) years of experience with using vendor mortgage behavioral or cashflow models such as ADCo Intex;
• Two (2) years of experience with implementing mortgage behavioral models and stochastic interest rate models;
• Two (2) years of experience with documenting and presenting detailed model development outcomes and results.

Salary: $185000 - $300000

Pay Range

Reflected is the base pay range offered for this position. Pay may vary depending on factors including but not limited to demonstrated examples of prior performance skills experience or work location. Employees may also be eligible for incentive opportunities.

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.

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.