Front Office XVA Quant Securities Quantitative Analytics Associate, Wells Fargo

Wells Fargo

Location:
United States, Charlotte ▼
New York

Category:
Finance

Contract Type:
Employment contract

Salary:

119000.00 - 224000.00 USD / Year

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Job Description:

Wells Fargo is seeking a CIB Quantitative Strategies an Associate needed to help drive our objectives in counterparty risk modeling. The candidate will implement the XVA, Structured Solutions (SS), and Fixed Income Structured Notes (FISN) modeling strategy. In addition to strategic framework development, he/she will support key platform changes in both front office and risk as it relates to counterparty risk models, e.g. FRTB standard approach for CVA.

Job Responsibility:

Participate in less complex initiatives and identify opportunity for process improvements within Securities Quantitative Analytics
Develop automated trading algorithms or create cutting-edge derivative pricing models and empirical models to provide insight into market behavior
Combine mathematical programming and market expertise to build and generate systematic strategies
Review and analyze basic business, operational, or technical assignments or challenges that require evaluation, and a selection of alternatives
Exercise independent judgment to guide medium risk deliverables
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
Present recommendations for resolving more complex situations
Exercise independent judgment while developing expertise in the Securities Quantitative Analytics
Collaborate and consult with colleagues, internal partners, and stakeholders
Play an integral role to the trading floor

Requirements:

2+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
2+ years of quantitative development experience
2+ years XVA, SS, and FISN modeling and model implementation
2+ years of front office derivatives Quant model experience
Team player with excellent verbal and written communication skills to work with XVA, SS, and FISN stakeholders
Strong experience in derivatives modeling and implementation, especially (Rates, FX, Equity, and Commodities)
Experience working with Sales and Trading partners
Solid knowledge of financial mathematics, particularly, stochastic calculus, Monte-Carlo and other numerical methods
Strong hands-on programming skills in C++ and Python, and proficient in the model implementation
Delivery focused with experience partnering with technology to deploy the model in the system
Ability to work on multiple projects and effectively organize tasks, manage time, set priorities and meet deadlines
Strong interest in financial markets and willingness to provide practical solutions for the business stakeholders
Experience with model documentation and model validation
Demonstrated experience in successfully collaborating with others in a change driven environment
Ph.D. degree in a quantitative discipline

What we offer:

Health benefits
401(k) Plan
Paid time off
Disability benefits
Life insurance, critical illness insurance, and accident insurance
Parental leave
Critical caregiving leave
Discounts and savings
Commuter benefits
Tuition reimbursement
Scholarships for dependent children
Adoption reimbursement

Additional Information:

Job Posted:
August 01, 2025

Expiration:
August 03, 2025

Employment Type:

Fulltime

Work Type:

On-site work

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Front Office XVA Quant Securities Quantitative Analytics Associate

Wells Fargo

Location:United States, Charlotte ▼New York

Category:Finance

Contract Type:Employment contract