Quantitative Analyst

3 days ago

New York, New York, United States Wells Fargo Full time
About this Role

The successful candidate will be part of the CIB Equity Derivatives Quant team, working closely with the Equities structured products/exotic derivatives desk to support and enhance key quantitative analytics functions. This includes developing and maintaining quantitative models, working with technology partners to integrate and support them, and collaborating with Model Validation/Governance teams to ensure front office models are validated for production use.

Key Responsibilities
  • Combine mathematical and programming skills with market expertise to support/build equity derivatives models/pricers for the desk's use and help generate systematic strategies.
  • Use quantitative and technological techniques to solve complex business problems.
  • Lead or participate in complex initiatives and deliverables within Securities Quantitative Analytics.
  • Conduct research on improved PnL attribution, trading cost models, liquidity models, risk models, portfolio construction methodology, and signal generation.
  • Review and analyze complex business, operational, or technical challenges within Securities Quantitative Analytics that require an in-depth evaluation of variable factors.
  • Resolve moderately complex issues independently.
  • Lead teams to meet deliverables while leveraging a solid understanding of Securities Quantitative Analytics policies, procedures, and compliance requirements.
  • Collaborate and consult with peers, colleagues, and mid-level managers to resolve issues and achieve goals.
  • Lead projects, teams, or serve as a mentor for less experienced staff.
  • Play an integral role on the trading floor.
  • Contribute to large-scale departmental planning.
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.
Desired Qualifications
  • An advanced degree such as Masters or PhD in a quantitative/computing discipline, eg Mathematics, Physics, Statistics, Computer Science, or similar.
  • Front office Derivatives Quant modeling experience, or comparable buy-side quantitative experience in derivatives modeling (preferably in Equity Derivatives).
  • Applied knowledge and understanding of stochastic calculus, stochastic processes, and derivatives valuation (preferably as used in Equity Derivatives modeling).
  • Applied knowledge and understanding of derivative products numerical solution methods such as binomial trees, Monte Carlo, and finite difference methods.
  • Applied knowledge/experience in C++ and coding in a model library environment with multiple contributors.
  • Applied knowledge/experience in Python.
  • Good verbal, written, interpersonal communication skills, and rapid synthesis of information.
  • Highly driven to take ownership of projects from start to finish.
Pay Range

Reflected is the base pay range offered for this position. Pay may vary depending on factors including but not limited to achievements, skills, experience, or work location. The range listed is just one component of the compensation package offered to candidates.

$144, $300,000.00

Benefits

Wells Fargo provides eligible employees with a comprehensive set of benefits, many of which are listed below. Visit Benefits - Wells Fargo Jobs for an overview of the following benefit plans and programs offered to employees.

  • Health benefits
  • 401(k) Plan
  • Paid time off
  • Disability benefits
  • Life insurance, critical illness insurance, and accident insurance
  • Parental leave
  • Critical caregiving leave
  • Discounts and savings
  • Commuter benefits
  • Tuition reimbursement
  • Scholarships for dependent children
  • Adoption reimbursement

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