דרושים Vice President - Quant Model Development ב-Wells Fargo ב-India, Bengaluru

• About this role:

In this role, you will:

• Lead complex initiatives including creation, implementation, documentation, validation, articulation, and defense of highly statistical theory
• Perform highly complex activities related to creation, implementation, and documentation
• Use highly complex statistical theory to quantify, analyze and manage markets
• Forecast losses and compute capital requirements providing insights, regarding a wide array of business initiatives
• Utilize structured securities and provide expertise on theory and mathematics behind the data
• Manage market, credit, and operational risks to forecast losses and compute capital requirements
• Participate in the discussion related to analytical strategies, modeling and forecasting methods
• Identify structure to influence global assessments, inclusive of technical, audit and market perspectives
• Collaborate and consult with regulators, auditors and individuals that are technically oriented and have excellent communication skills
• Qualify monitor markets and forecast credit and operational risks
• Strategize short and long-term objectives, and provide analytical support for a wide array of business initiatives
• Utilize stochastic, structured securities, spread analysis, with expertise in the theory and mathematics behind the analysis
• Review and assess models inclusive of technical, audit, and market perspectives
• Identify structure and scope of review
• Enable decision making for product and marketing with broad impact and act as key participant to develop and document analytical models
• Collaborate and consult with regulators and auditors
• Present results of analysis and strategies

Required Qualifications:

• 5+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
• Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science

Desired Qualifications:

• Think critically to identify and prevent risk in data, solutions, and procedures.
• Perform root-cause analysis using Java and python on data issues and drive implementation for remediation.
• Perform reconciliations to source (or system of record) and highlight anomalies.
• Perform various complex analytics activities related to solution design on data solutions.
• Ability to prototype, design or develop automated solutions to business problems.
• Ability to take initiative, identify inefficiencies and opportunities and implement change using python and Java.
• Ability to manage process improvement initiatives to optimize operational effectiveness and efficiencies.
• Provide analytical support for evaluating, implementing, monitoring, and executing data strategy and execution solutions.
• Work effectively in a team environment and across all organizational levels, where flexibility, collaboration, and adaptability and respect and partnering skills are important.
• Partnership with Technology teams to debug, enhance and improve the capabilities of the new strategic valuation, risk, and Market Data Platforms using Java and python.
• Integration of various data inputs to pricing and risk analytics libraries in collaboration with other quant teams.
• Consistently deliver high-quality software and documentation in an Agile SDLC
• Use quantitative and technological techniques to solve complex business problems.
• Masters or above in quantitative disciplines like Computer Science/Finance
• Experience working in similar role dealing with Python/Java
• Strong analytical skills with ability to draw conclusions and translate findings from data.
• Possess strong Java Functional and Python programming skills with experience in working with analyzing and interpreting large datasets and data manipulation using Java Lambda expression, Java evaluators, Immutability, and Python NumPy, Pandas, SciPy and Scikit modules.
• Participate in complex software design & development activities within an Agile environment.
• Ability to develop and drive a project from inception to delivery.
• Experience developing Enterprise scale software platforms.
• Meet deliverables while leveraging solid understanding of policies, procedures, and compliance requirements.
• Show your hands-on coding experience of functional programming in git-hub.
• Quant or financial experience or the keen to learn them.

Job Expectations:

• Candidate should be able to create and debug complex projects in Python using advance Object Oriented programming utilizing class, dataclasses, generators, decorators, error handling, logging, modules
• Candidate should have experience performing complex data transformation and data wrangling using pandas and numpy like grouping, aggregation methods, pivoting, handling invalid values etc
• Candidate should have experience in visualization libraries like mathplotlib, plotly, seaborn and should be familiar about how to analyze datasets in line graph, scatter plot, heatmaps etc
• Candidate should be able to work on analytical functions and techniques
• Candidate should be able to work on datasets across different data sources comprising of remote file servers, Relational DBs, Distributed file systems like HADOOP and NoSql DBs. Candidate should have experience to analyze/compare datasets across such multiple systems
• Candiate should be able to have experience in enterprise level CI/CD solutions like Jenkins, Docker, Kubernetes
• Candidate should have experience building dashboard in Django, Flask, Streamlit or Dash
• Candidate should be able to debug enterprise level Java Springboot (or similar)

Wells Fargo Recruitment and Hiring Requirements:

b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process.

In this role, you will:

• Lead or participate in moderately complex model maintenance and optimization initiatives related to operating processes, controls, reporting, testing, implementation, and documentation
• Review and analyze moderately complex data sets, quantitative models, and model outputs to validate model efficiency and results in support of business initiatives
• Advise and guide team on moderately complex model optimization and processes strategies
• Independently resolve moderately complex issues and lead team to meet project deliverables while leveraging solid understanding of policies and compliance requirements
• Collaborate and consult with peers, colleagues, and managers to resolve issues and achieve goals

Required Qualifications:

• 4+ years of quantitative solutions engineering, model solutions or quantitative model operations experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education

Desired Qualifications:

• 4+ years of advanced programming expertise in Python
• Master's degree or higher in a quantitative field such as Statistics/Economics
• 4+ years of experience in Deposit & PPNR, Treasury Analytics, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
• 4+ years of experience in Deposit balance sheet modeling and treasury/liquidity analytics in support of asset & liability management (ALM), FP&A and capital planning by capturing interest rate risk in the banking book (IRRBB) by EVE
• Strong documentation and project management capabilities with ability to prioritize work, meet deadlines, achieve goals, and work under pressure in a dynamic and complex environment
• Excellent verbal, written, and interpersonal communication skills
• Strong ability to develop partnerships and collaborate with other business and functional areas

Job Expectations:

• Work from office for 3 days a week

Wells Fargo Recruitment and Hiring Requirements:

b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process.

Job Description

In this role, you will:

• Lead complex initiatives with broad impact and act as key participant in large-scale planning for Securities Quantitative Analytics
• We are looking at a Rates Quant with C++/java 8 (Functional Programming) proficiency to cater to the Interest Rates Options Desk.
• Work in our quant library in C++, as needed, to adapt our generic models to specific use cases.
• Understanding valuation of basic products like Treasury Bonds, Interest Rate swaps.
• Collaborate with and support Front office Trading, Technology Partners, and ModelValidation/Governanceteams.
• Lead complex initiatives with broad impact and act as key participant in large-scale planning for Securities Quantitative Analytics
• Review and analyze complex multi-faceted, larger scale or longer-term business, operational, or technical challenges that require in-depth evaluation of multiple factors including intangibles or unprecedented factors
• Use quantitative and technological techniques to solve complex business problems
• Conduct research on trading cost models, liquidity models, risk models, portfolio construction methodology, and signal generation
• Resolve issues and achieve goals
• Make decisions on complex and multi-faceted situations requiring understanding of Securities Quantitative Analytics, policies, procedures, and compliance requirements
• Influence and lead the broader work team to meet deliverables and drive new initiatives
• Lead projects, teams, or serve as a peer mentor
• Collaborate and consult with peers, colleagues, and mid-level senior managers
• Play an integral role to the trading floor
• Develop automated trading algorithms, create cutting-edge derivative pricing models and empirical models, to provide insight into market behavior
• Review and analyze complex multi-faceted, larger scale or longer-term business, operational, or technical challenges that require in-depth evaluation of multiple factors including intangibles or unprecedented factors
• Use quantitative and technological techniques to solve complex business problems
• Conduct research on trading cost models, liquidity models, risk models, portfolio construction methodology, and signal generation
• Resolve issues and achieve goals
• Make decisions on complex and multi-faceted situations requiring understanding of Securities Quantitative Analytics, policies, procedures, and compliance requirements
• Influence and lead the broader work team to meet deliverables and drive new initiatives
• Lead projects, teams, or serve as a peer mentor
• Collaborate and consult with peers, colleagues, and mid-level senior managers
• Play an integral role to the trading floor

Required Qualifications:

• 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:

• Play an integral role on the trading floor on Interest Rates Options and help solve their problems.
• Participating in model development and deployment
• Participating in model software implementation
• Writing code (in Java 8-functional programming) and refactoring code
• Testing and testing documentation
• Participating in unit testing, large scale Quant testing, pre-integration testing, integration testing, regression testing, UAT
• Participation in issue resolution
• Debugging case preparation (to produce isolated cases to demonstrate the issues) for the Rates Quants
• Debug and conclude data issues/model input issues
• Part of the model documentation
• Production of health monitoring tools
• Participating in the creation, execution and development of Front Office test plans
• Actively participating and contributing to team discussions on project specific areas/assignments
• Maintaining proper documentation of all processes and keeping the code up to date
• Answering ad hoc questions from various stakeholders including US Front Office Quants, populating templates or creating newreports/extracts/resultsas requested by stakeholders

Job Expectations:

• A master’s or PhD in quantitative fields such as math, statistics, engineering, physics, economics, computer sciences, etc.
• Min 5+ years of relevant experience in Securities Quantitative Analytics, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
• Min 5+ years' experience in Rates Quant
• Excellent verbal, written, presentation and interpersonal communication skills
• Hands-on experience in programming in JAVA-8(functional programming)
• Good writing skills
• A PhD in Math (Mathematical Finance is a Plus), Physics, Engineering or Computer Sciences is an added advantage
• 5+ years' experience coding in Java or C++

Wells Fargo Recruitment and Hiring Requirements:

b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process.

In this role, you will:

• Lead or participate in moderately complex model maintenance and optimization initiatives related to operating processes, controls, reporting, testing, implementation, and documentation
• Review and analyze moderately complex data sets, quantitative models, and model outputs to validate model efficiency and results in support of business initiatives
• Advise and guide team on moderately complex model optimization and processes strategies
• Independently resolve moderately complex issues and lead team to meet project deliverables while leveraging solid understanding of policies and compliance requirements
• Collaborate and consult with peers, colleagues, and managers to resolve issues and achieve goals

Required Qualifications:

• 4+ years of quantitative solutions engineering, model solutions or quantitative model operations experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education

Desired Qualifications:

• Master's degree or higher in a quantitative field such asStatistics/Economics/B.TECH
• 5+ years of experienceRisk Analytics, or equivalent demonstrated through one or a combination of the following: work experience, education
• 5+ years of experience in credit risk modeling and analytics
• 5+ years of advanced programming expertise in SAS or Python or R
• Strong documentation capabilities
• Strong project management skills with ability to prioritize work, meet deadlines, achieve goals, and work under pressure in a dynamic and complex environment
• Excellent verbal, written, and interpersonal communication skills
• Strong ability to develop partnerships and collaborate with other business and functional areas

• Excellent verbal, written, and interpersonal communication skills.
• Perform various complex activities related to predictive modeling.
• Provide analytical support for development, remediation, and monitoring of loss forecasting and PPNR models
• Support development, implementation, execution and monitoring of Regulatory models such as Basel, CECL, and CCAR models
• Develop dynamic dashboards; analyze key risk parameters to help understand changes in business and model performance
• Identify opportunities and deliver process improvements, standardization, rationalization and automations. Enhance and standardize performance analysis, reporting packages and business loss forecast processes
• Maintain documentation for development, implementation and monitoring of processes across the team with focus on standardization of controls
• Ability to identify and manage complex issues and negotiate solutions within a geographically dispersed organization

Wells Fargo Recruitment and Hiring Requirements:

b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process.

About this role:

In thisrole, you will:

• Lead or participate in moderately complex initiatives and deliverables within Securities Quantitative Analytics
• Contribute to large-scale departmental planning
• Combine mathematical programming and market expertise to build and generate systematic strategies
• Review and analyze moderately complex business, operational, or technical challenges within Securities Quantitative Analytics that require an in-depth evaluation of variable factors
• Use quantitative and technological techniques to solve complex business problems
• Conduct research on trading cost models, liquidity models, risk models, portfolio construction methodology, and signal generation
• Resolve moderately complex issues independently
• Lead team to meet deliverables while leveraging 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 to the trading floor

Required Qualifications:

• 4+ 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:

• Partner with the trading desk in daily tasks such as model calibration and pricing/risk management issues and strategies
• Work in our quant library, contributing to our modeling efforts, and providing expertise on implementation issues
• Produce high quality model documents that satisfy model validation and regulatory requests
• Collaborate with and support Front office Trading, Technology Partners, and ModelValidation/Governanceteams.
• Participate in model development and deployment
• Testing and testing documentation
  • Participating in unit testing, large scale Quant testing, pre-integration testing, integration testing, regression testing, UAT
  • Checking the consistency and accuracy of quantitative models
• Testing tools and testing (partial) automation
  • Developing testing scripts and automation scripts, e.g., for the Quant testing framework
• Participation in issue resolution
  • Debugging case preparation (to produce isolated cases to demonstrate the issues) for the US Quants or the traders
  • Debug and conclude data issues/model input issues
• Produce high quality model documentation
• Participating in the creation, execution and development of Front Office test plans
• Participation in the creation, execution and development of model monitoring plans
• Writing code (in Python, C++ etc.) and refactoring code
• Actively participating and contributing in team discussions on project specific areas/assignments
• Maintaining proper documentation of all processes and keeping the code up to date
• Answering ad hoc questions from various stakeholders including US Front Office Quants, populating templates or creating new reports/extracts as requested by stakeholders
• Play an integral role to the trading floor

Job Expectations:

• A Master’s or PhD in a quantitative field such as math, statistics, engineering, physics, economics, computer sciences, etc with exposure to stochastic calculus.
• 4+ years of experience in Securities Quantitative Analytics model development in any one asset class(FX,Rates,Equity,Commodity,CVA,Credit) , or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
• Good verbal, written, presentation and interpersonal communication skills
• Hands-on experience in programming in, e.g., Python or C++
• Knowledge or experience in derivatives Quant models for, e.g., interest rate derivatives or commodities derivatives or equity or FX or Credit derivatives or XVA
• Ability to learn quickly and work collaboratively within a team in a dynamic and fast paced environment with multiple responsibilities but still following strict deadlines
• Good writing skills fortechnical/mathematicaldocuments, e.g., LaTeX and other word processing programs

Wells Fargo Recruitment and Hiring Requirements:

b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process.

Wells Fargo Recruitment and Hiring Requirements:

b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process.

In this role, you will:

• Manage a team of engineers that design, document, test, maintain and provide issue resolution recommendations for highly complex security solutions related to networking, cryptography, cloud, authentication or directory services, email, internet, applications or endpoint security
• Manage security consulting on large projects for internal clients to ensure conformity with corporate information security policy, and standards
• Possess subject matter expertise at a mastery level in current and emerging security solutions and best practices
• Review and correlate security logs
• Manage computer security incident response activities for highly complex events
• Conduct technical investigation of security-related incidents, and conduct post-incident digital forensics to identify causes and recommend future mitigation strategies
• Manage implementation of information security such as availability, integrity, confidentiality, risk management, threat identification, modeling, monitoring, incident response, access management, and business continuity
• Work with more experienced technologists and team
• Interface with more experienced management
• Manage allocation of people and financial resources for Information Security Architecture
• Mentor and guide talent development of direct reports and assist in hiring talent

Required Qualifications:

• 4+ years of Information Security Engineering experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
• 2+ years of Leadership experience

Desired Qualifications:

• 4+ years of Information Security Engineering experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
• 2+ years of Leadership experience in product development and Information Security teams
• Expertise in secure coding standards and agile secure SDLC and deep knowledge of EPL integration
• Well versed with application security vulnerabilities (OWASP) and remediation strategies.
• Bachelor’s and/or master’s degree in computer science or information Systems
• One or more professional certifications like CSSLP (Certified Secure Systems Lifecycle Professional), CISM or CISSP
• Superior attention to detail with excellent written and verbal communication skills.
• Strong understanding of intersection of Application Security domain and the latest development trends in API, Container and Cloud technologies.
• Comfortable with making and presenting recommendations to a wide audience of stakeholders.
• Stay informed and educated on current and potential security threats and attacks.
• Demonstrated experience of communicating secure development concepts to non-technical audiences and the ability to achieve results through prolific communication skills.
• Demonstrated knowledge on Information Security related requirements in applications, secure development standards, and Best Practices.
• Demonstrated ability in publishing secure coding standards.
• Experience in Collaborating with cross functional teams to achieve results.
• Demonstrated experience in stakeholder management.
• Demonstrated experience of conflict resolution, negotiation and problem identification and solving skills.
• Superior Knowledge of AppSec security products.

Wells Fargo Recruitment and Hiring Requirements:

b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process.