5+ years securities quantitative analytics experience
C++ and java coding with numerical optimization
Derivative product and market experience in rates and fx
The role involves proactively designing and implementing quantitative models for equities risk management and trading strategies within an Agile environment
Job Summary
The role involves proactively designing and implementing quantitative models for equities risk management and trading strategies within an Agile environment.
Candidates will collaborate with business stakeholders and technology teams to deliver robust software solutions that meet regulatory standards.
Wells Fargo offers a comprehensive benefits package including health insurance, 401(k) plans, and tuition reimbursement.
Matching Summary
The role involves proactively designing and implementing quantitative models for equities risk management and trading strategies within an Agile environment.
Salary
Base: $185,000.00 - $300,000.00; Bonus/Equity: Incentive opportunities eligible; Benefits: Comprehensive health, 401(k), paid time off, and more
Skills & Requirements
Must-have
5+ years Securities Quantitative Analytics experience
C++ and Java coding with numerical optimization
Derivative product and market experience in rates and FX
Nice-to-have
Experience with volatility surfaces and curve construction
Strong verbal and written communication skills
PhD in computer science or computational finance
Key Requirements
5+ years of Securities Quantitative Analytics experience
5+ years of hands-on coding experience in C++ and Java