Executive Director, Front Office Equities Quant Specialist

Wells Fargo•New York, NY

1d•$215,000 - $355,000

About The Position

Wells Fargo Corporate & Investment Banking delivers a comprehensive suite of capital markets, banking, and financial products and services. A trusted partner to our clients, we provide corporate and transactional banking, commercial real estate lending and servicing, investment banking, equity and fixed income solutions including sales, trading, and research capabilities to corporate, commercial real estate, government, and institutional clients across the globe. About this role: Wells Fargo is seeking an Executive Director, Front Office Equities Quant Specialist (Senior Lead Securities Quantitative Analytics Specialist) in Corporate & Investment Banking as part of Global Markets. Learn more about the career areas and lines of business at wellsfargojobs.com. Our Corporate & Investment Banking Front Office Quantitative Model Development Team is working on a strategic buildout initiative. This is a strategic initiative that will enhance our ability to partner and deliver excellent quality and service to our trading and sales partners as our platform continues to grow. The successful candidate will be part of a team responsible for developing and implementing quantitative models and tools for Equities risk management, trading, and pricing with focus on areas like forecasting, optimization, and risk mitigation. This is part of a strategic initiative to build new models that will be integrated into a holistic markets quantitative risk and trading platform. Specific work will be spearheaded by the Front Office Equities group but will be integrated into a cross asset-class platform within CIB. In this role, you will: Collaborate and consult with peers, colleagues, and project managers to resolve issues and achieve goals Contribute to large-scale project planning, balancing short and long-term objectives Effectively communicate with and build consensus with all project stakeholders Develop, integrate, and deploy optimization-based curve construction in collaboration with other Quants, providing expertise in relevant software design, implementation and performance optimization Deliver high-quality software and documentation following our standardized planning and Agile-based SDLC process Proactively participate in complex software design & development activities within an Agile environment Provide vision, direction and expertise to more experienced leadership on implementing innovative and significant business solutions that are large-scale cross-functional or companywide strategies Design, development, and implementation of quantitative models for Equities risk management, trading strategies, and pricing of equity derivatives products Effectively communicate and partner with Business Stakeholders, other Quant Teams, Technology and Project Management Work constructively in collaboration with business, model development, model validation, and information technology Support the trading desk with questions about deployed models

Requirements

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

Nice To Haves

QIS experience
7+ years of hands-on coding experience, C++ and Java are most relevant, with an emphasis on numerical optimization
7+ years of derivative product and market experience in one or more of the following areas: rates and foreign exchange
Excellent verbal, written, and interpersonal communication skills
Experience with volatility surfaces, rate, borrow and dividend curves, ideally in C++
Experience with Sales and Trading partners as a front office quant
PhD degree or equivalent in computer science, computational finance or mathematics
Ability to work outside of regular business hours
This position is subject to FINRA background screening requirements. Candidates must successfully complete and pass a background check prior to hire. In accordance with FINRA rules, individuals who are subject to statutory disqualification are not eligible to be associated with a FINRA-registered broker-dealer. Successful candidates must also meet and comply with ongoing regulatory obligations, which include periodic screening and mandatory reporting of certain incidents. Specific compliance policies may apply regarding outside activities or personal investing; affected employees will be expected to provide information to the Wells Fargo Personal Account Dealing Team and abide by applicable policy requirements if hired.

Responsibilities

Collaborate and consult with peers, colleagues, and project managers to resolve issues and achieve goals
Contribute to large-scale project planning, balancing short and long-term objectives
Effectively communicate with and build consensus with all project stakeholders
Develop, integrate, and deploy optimization-based curve construction in collaboration with other Quants, providing expertise in relevant software design, implementation and performance optimization
Deliver high-quality software and documentation following our standardized planning and Agile-based SDLC process
Proactively participate in complex software design & development activities within an Agile environment
Provide vision, direction and expertise to more experienced leadership on implementing innovative and significant business solutions that are large-scale cross-functional or companywide strategies
Design, development, and implementation of quantitative models for Equities risk management, trading strategies, and pricing of equity derivatives products
Effectively communicate and partner with Business Stakeholders, other Quant Teams, Technology and Project Management
Work constructively in collaboration with business, model development, model validation, and information technology
Support the trading desk with questions about deployed models