Lead Securities Quantitative Analytics Specialist (req #000700)

Wells Fargo

New York, New York, US
Base: $185,000 - $300,000; bonus/equity: incentive...
C++ implementation and maintenance
Financial derivatives modeling
Mortgage behavioral models
The role involves leading complex initiatives with broad impact and acting as a key participant in large-scale planning for Securities Quantitative Analytics

Job Summary

  • The role involves leading complex initiatives with broad impact and acting as a key participant in large-scale planning for Securities Quantitative Analytics.
  • Candidates will develop automated trading algorithms and cutting-edge derivative pricing models to provide insight into market behavior.
  • Wells Fargo offers comprehensive benefits including health coverage, a 401(k) plan, paid time off, and tuition reimbursement.

Matching Summary

The role involves leading complex initiatives with broad impact and acting as a key participant in large-scale planning for Securities Quantitative Analytics.

Salary

Base: $185,000 - $300,000; Bonus/Equity: Incentive opportunities available; Benefits: Comprehensive health, 401(k), paid time off, and tuition reimbursement

Skills & Requirements

Must-have

  • C++ implementation and maintenance
  • Financial derivatives modeling
  • Mortgage behavioral models
  • Stochastic interest rate models
  • Vendor mortgage analytics systems
  • Software development best practices

Nice-to-have

  • Leadership of broader work teams
  • Peer mentorship capabilities
  • Strategic planning participation
  • Complex problem resolution skills

Key Requirements

  • Master's degree in Finance, Statistics, or Mathematics
  • Two years of experience in securities quantitative analytics
  • Experience with Polypaths, QRM, Yieldbook vendor systems
  • Experience with ADCo, Intex behavioral models

Work Rights

Not specified

Tailored Resume

Cover Letter