About Wells Fargo

Wells Fargo is seeking a Lead Securities Quantitative Analytics Specialist.

In this role, you will

Responsible for model customization and trading desk partnership across our Asia desks. The selected quant is expected to work during Market hours for Singapore/Tokyo/Hong Kong, and:

 Partner with the desk in daily market making tasks such as curve building, vol surface and model calibration tasks.

 Work in our quant library, as needed, to adapt our generic, region independent models to be used by our Asia desks.

 Work with Technology teams in all aspects of model integration, with special focus on our curve building and valuation strategic platforms.

 Produce high quality model documents that satisfy model validation and regulatory requests

 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

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:

Duties include, but are not limited to:

Play an integral role to the trading floor in tasks such as curve building, vol surface and model calibration tasks and help solve their problems.

Participate in model development and deployment

Participating in model software implementation

Writing code (in Python, C++ etc.) 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 on-shore Quants

Debug and conclude data issues/model input issues

Part of the model documentation

Production health monitoring tools

Participating in the creation, execution and development of Front Office test plans

Actively participating and contributing in 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

Required qualifications:

A master’s or PhD in a quantitative field 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

3+ years' experience in rates and/or FX derivatives Quant models

Excellent verbal, written, presentation and interpersonal communication skills

Hands-on experience in programming in, e.g., Python or C++

Good writing skills

A PhD in Math (Mathematical Finance is a Plus), Physics, Engineering or Computer Sciences.

5+ years' experience coding in Java or C++

5+ years working with trading desks (either as a quant or as a trader.

Posting End Date: 

*Job posting may come down early due to volume of applicants.

We Value Diversity

At Wells Fargo, we believe in diversity, equity and inclusion in the workplace; accordingly, we welcome applications for employment from all qualified candidates, regardless of race, color, gender, national origin, religion, age, sexual orientation, gender identity, gender expression, genetic information, individuals with disabilities, pregnancy, marital status, status as a protected veteran or any other status protected by applicable law.

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.

Candidates applying to job openings posted in US: 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.

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, visit Disability 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.