Front Office Markets Data Quant Strat

Wells Fargo is seeking a Lead Securities Quantitative Analytics Specialist at the VP level to join a team of ‘data strats’ in analyzing and remediating data issues within the Markets Division. A successful applicant will have hands-on technical experience and proven track record of managing and resolving data related issues. The applicant also should partner with desks and engage with business owners in prioritizing and driving improvements in the completeness and structural organization of critical data. A primary focus will be on the ‘Vasara’ project. Vasara is the next generation risk platform for the bank. It is an ambitious, greenfield initiative to tackle the bank's risk computation challenges within capital markets, from ticking risk for trading desks to market risk and capital calculations such us FRTB and CCAR.