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Lead Securities Quantitative Analytics Specialist

https://www.wellsfargo.com/ Logo

Wells Fargo

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Location:
United States , Charlotte

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Contract Type:
Not provided

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Salary:

Not provided

Job Description:

Wells Fargo is seeking a Lead Securities Quantitative Analytics Specialist, a Vice President position, to fill the role within the Corporate & Investment Banking (CIB) Market and Counterparty Risk Model Development team within our (CCMA) Counterparty Cross-Margining Analytics team. This position will cover researching, developing, implementing, testing, analyzing, monitoring, and documentation of market and counterparty risk management and regulatory capital models, with a focus on Prime Brokerage business and Cross-Margining initiative. The successful candidate will collaborate closely with stakeholders across risk management, model validation, and technology functions to deliver robust and effective risk analytics solutions.

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
  • Applying advanced mathematical expertise in stochastic modeling and OTC derivatives to formulate, implement, and enhance quantitative model development strategies, supporting rigorous analysis and data-driven decision-making for products and business initiatives with significant organizational impact

Requirements:

  • 5+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
  • PhD degree or equivalent in mathematics, physics, engineering, computer science, economics, finance or quantitative field
  • Extensive experience in OTC products pricing and risk model development, implementation, testing, documentation, validation, and maintenance
  • Experience with Equities, Rates, Credit, model development for counterparty cross margin risk
  • Extensive hands-on coding experience in Python, C++ and SQL with strength in AI auto coding models
  • Excellent verbal, written, and interpersonal communication skills and sense of urgency
  • Provide guidance, support, and mentorship to junior team members to foster their professional growth and ensure successful onboarding and skill development
  • Solid knowledge of regulatory guidelines for counterparty credit risk management and regulatory requirements for market risk, e.g. Basel 2.5 and FRTB
  • Strong financial modeling knowledge in financial mathematics, particularly in stochastic calculus and numerical methods
  • Delivery focused with extensive experience partnering with technology to deploy models in the system
  • Ability to work on multiple projects and effectively organize tasks, manage time, set priorities, work under pressure, meet deadlines, and deliver results with speed and agility
  • Demonstrated experience in successfully collaborating with others in a change driven and dynamic environment and across all organizational levels, where flexibility, collaboration, and adaptability are important

Additional Information:

Job Posted:
March 12, 2026

Expiration:
March 27, 2026

Employment Type:
Fulltime
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