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Vice President, Front Office Quant Pfe Specialist
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Wells Fargo
New York, New York, United States
Not specified; not specified; not specified
5+ years securities quantitative analytics experience
C++ and python programming skills
Stochastic modeling and monte carlo simulation
Salary
Not specified; Not specified; Not specified
Skills & Requirements
Must-have
5+ years Securities Quantitative Analytics experience
C++ and Python programming skills
Stochastic modeling and Monte Carlo simulation
Derivatives modeling in Rates or FX products
Production-quality model implementation
Nice-to-have
Ph.D. in mathematics or related field
Experience with CVA modeling
Strong communication and collaboration skills
Delivery-focused mindset
Strategic initiative leadership
Key Requirements
5+ years of Securities Quantitative Analytics experience
3+ years in capital markets PFE or CVA modeling
Ph.D. preferred in quantitative fields
Strong foundation in financial mathematics
FINRA background screening clearance
Work Rights
Not specified
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