The Lead Securities Quantitative Analytics Specialist is a Vice President level role within the Corporate & Investment Banking organization (CIB), working as a front office quant supporting the strategic build-out of WF's commodities capabilities. The successful candidate will participate in all aspects of commodities modeling, including design, documentation, implementation, and its integration into CIB's strategic risk platform, Vasara.
Essential duties and responsibilities include:
Develop, integrate, and deploy commodities models, and the ongoing support.
Effectively communicate and partner with Business Stakeholders, other Quant Teams, Technology and Project Management.
Deliver high-quality software and documentation following our standardized planning and Agile-based SDLC process.
Support all Business Stakeholders, esp. trading desk, with questions.
In this role, you will:
Proactively participate in every stage of modeling, from mathematical formulas to final model implementation and delivery
Contribute to large-scale project planning, balancing short and long-term objectives
Use quantitative and advanced technologies to solve complex business problems
Meet deliverables while adhering to policies, procedures, and compliance requirements
Collaborate and consult with peers, colleagues, and project managers to resolve issues and achieve goals
Effectively communicate with and build consensus with all project stakeholders
Serve as a mentor for less experienced staff
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:
5+ years of hands-on coding experience, C++ and Java are most relevant.
3+ years of derivative product and market experience in commodities
Excellent verbal, written, and interpersonal communication skills
Experience with large scale software implementation in C++ and/or Java
Experience with Sales and Trading partners as a front office quant
Master's or higher degree or equivalent in computer science, computational finance, mathematics or similar technical fields.
Master degree or equivalent in computer science, computational finance or mathematics
Pay Range
Reflected is the base pay range offered for this position. Pay may vary depending on factors including but not limited to achievements, skills, experience, or work location. The range listed is just one component of the compensation package offered to candidates. $144,400.00 - $300,000.00 Benefits
Wells Fargo provides eligible employees with a comprehensive set of benefits, many of which are listed below. Visit Benefits - Wells Fargo Jobs for an overview of the following benefit plans and programs offered to employees.
Health benefits
401(k) Plan
Paid time off
Disability benefits
Life insurance, critical illness insurance, and accident insurance
Parental leave
Critical caregiving leave
Discounts and savings
Commuter benefits
Tuition reimbursement
Scholarships for dependent children
Adoption reimbursement
Posting End Date: 29 Apr 2025 * Job posting may come down early due to volume of applicants.
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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 unit's risk appetite and all risk and compliance program requirements.
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