Vice President, Front Office Quant Pfe Specialist

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

Tailored Resume

Cover Letter