Job Description
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
- We are looking at a Rates Quant with C++/java 8 (Functional Programming) proficiency to cater to the Interest Rates Options Desk.
- Work in our quant library in C++, as needed, to adapt our generic models to specific use cases.
- Understanding valuation of basic products like Treasury Bonds, Interest Rate swaps.
- Collaborate with and support Front office Trading, Technology Partners, and Model Validation/Governance teams.
- Lead complex initiatives with broad impact and act as key participant in large-scale planning for Securities Quantitative Analytics
- 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 senior managers
- Play an integral role to the trading floor
- 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 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 master's 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++
Reference Number
R-489845
