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Wells Fargo · 1 day ago

Front Office Equities Quant - Vice President

New York, NY

Full-time

Onsite

Mid, Senior Level

$185K/yr - $300K/yr

5+ years exp

Wells Fargo is seeking a Front Office Equities Quant - Vice President in Corporate & Investment Banking as part of Global Markets. The successful candidate will be responsible for developing and implementing quantitative models and tools for equities risk management, trading, and pricing, focusing on areas like forecasting, optimization, and risk mitigation.

BankingFinancial ServicesFinTechInsurancePayments

Responsibilities

Proactively participate in the design, development, and implementation of quantitative models for equities risk management, trading strategies, and pricing of equity derivatives products within an Agile environment

Contribute to the development, integration, and deployment of optimization-based curve construction, collaborating with other Quants to provide expertise in software design, implementation, and performance optimization

Apply quantitative and advanced technologies to solve complex business problems related to equities trading and risk, ensuring solutions are robust and well-documented

Collaborate and consult with Business Stakeholders, other Quant Teams, Technology, and Project Management to effectively communicate model details, resolve issues, and achieve project goals

Deliver high-quality software and documentation following standardized planning and Agile-based SDLC processes, ensuring models are well-supported and maintainable

Support the trading desk by addressing questions about deployed models and providing insights into model behavior

Meet deliverables while adhering to policies, procedures, and compliance requirements related to model risk management and regulatory standards

Contribute to large-scale project planning, balancing short-term objectives with long-term strategic goals for the quantitative modeling framework

Effectively communicate with and build consensus with all project stakeholders, ensuring alignment on model development and deployment strategies

Qualification

Securities Quantitative AnalyticsC++JavaNumerical OptimizationDerivative Products ExperienceVolatility SurfacesAgile EnvironmentPhD in Relevant FieldCommunication SkillsCollaboration SkillsProject Management

Required

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