Lead Securities Quantitative Analytics Specialist (Req. #002542)

Wells Fargo•New York, NY

7d•$185,000 - $300,000•Hybrid

About The Position

Wells Fargo Bank N.A. seeks a Lead Securities Quantitative Analytics Specialist in New York, NY. This role serves as an expert advisor to senior leadership, developing and influencing objectives, plans, specifications, resources, and long-term goals for highly complex business and technical needs across Securities Quantitative Analytics. The specialist will lead the strategy, implementation, and resolution of highly complex and unique challenges requiring in-depth evaluation across multiple companywide areas. The role involves delivering long-term, large-scale solutions that require vision, creativity, innovation, advanced analytical and inductive thinking, and coordination of highly complex activities and guidance to others. The specialist will use quantitative and technological techniques to solve complex business problems, create cutting-edge mortgage pricing models and empirical models to provide insight into market behavior, and work constructively in collaboration with business, model development, model validation, and information technology teams. Telecommuting is permitted up to 2 days a week, but the position requires in-person presence at the work address.

Requirements

Master’s degree in Finance, Statistics, Mathematics, or related quantitative field
Two (2) years of experience in the job offered or in a related position involving securities quantitative analytics experience.
Two (2) years of experience with implementing and maintaining quantitative library in C++
Two (2) years of experience with utilizing best software development practices to design and develop in-house mortgage analytics system
Two (2) years of experience with financial derivatives modeling and implementation
Two (2) years of experience in vendor mortgage analytics system such as Polypaths, QRM, Yieldbook
Two (2) years of experience with using vendor mortgage behavioral or cashflow models such as ADCo, Intex
Two (2) years of experience with implementing mortgage behavioral models and stochastic interest rate models
Two (2) years of experience with documenting and presenting detailed model development outcomes and results.

Responsibilities

Serve as an expert advisor to senior leadership to develop or influence objectives, plans, specifications, resources, and long-term goals for highly complex business and technical needs across Securities Quantitative Analytics.
Lead the strategy, implementation, and resolution of highly complex and unique challenges requiring in-depth evaluation across multiple areas companywide.
Deliver solutions that are long-term, large-scale and require vision, creativity, innovation, advanced analytical and inductive thinking, and coordination of highly complex activities and guidance to others.
Use quantitative and technological techniques to solve complex business problems.
Create cutting-edge mortgage pricing models and empirical models, to provide insight into market behavior.
Work constructively in collaboration with business, model development, model validation, and information technology.