Front Office Markets Data Quant Strat, Wells Fargo

Wells Fargo

Location:
United States, Charlotte

Category:
Finance

Contract Type:
Employment contract

Salary:

Not provided

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Job Description:

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 primary focus will be on the 'Vasara' project, which is the next generation risk platform for the bank tackling risk computation challenges within capital markets.

Job Responsibility:

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
Effectively engage teams in providing subject matter expertise in trade, reference, and market data across asset classes
Own and proactively manage specific data issues across the Markets Division
Partner with Technology teams to prioritize and drive near-term and strategic solutions for data issues
Engage with business owners of data to influence strategic design of data models
Effectively communicate and collaborate with COO Partners, Business Stakeholders, other Quant Teams, Technology, and Project Management
Consistently deliver in an Agile SDLC following applicable policies, procedures, and compliance requirements

Requirements:

5+ years of Securities Quantitative Analytics experience or equivalent demonstrated through work experience, training, military experience, or education
4+ years of experience working with large-scale systems of record for trade data, reference data and market data
2+ years of experience in data analytics and architectures, including enterprise warehouses / data lakes and operational flows
3+ years of hands-on coding experience in Java, C++ or Python
2+ years of data science experience
2+ years of Process re-engineering experience identification of root cause analysis and remediation within Capital Markets
Excellent verbal, written, and interpersonal communication skills
Experience leading data strategy and implementation at the enterprise level
Knowledge of data science packages like Keras, TensorFlow
Knowledge of data visualization tools
Knowledge of modern risk system architectures including upstream and downstream data handling, ETL and normalization processes and bi-temporality
Master's degree or higher in computer science or finance/mathematics or data science

Nice to have:

Knowledge of data science packages like Keras, TensorFlow
Knowledge of data visualization tools
Knowledge of modern risk system architectures including upstream and downstream data handling, ETL and normalization processes and bi-temporality

Additional Information:

Job Posted:
September 23, 2025

Expiration:
October 05, 2025

Employment Type:

Fulltime

Work Type:

On-site work

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Front Office Markets Data Quant Strat