Wells Fargo Front Office Quantitative Analytics Specialist Director 

United Kingdom, England, City of London 

146760736

About this role:

The candidate will have to collaborate with front office trading, risk oversight, technology, and model governance functions ensuring requirements are met and governance is adhered to. He/she will possess high quality communications skills both written and verbal in order to socialize the approaches and highlight progress and issues in need of support.

In this role, you will:

• Advise senior leadership to develop or influence objectives, plans, specifications, resources, and long-term goals for highly complex business and technical needs across Securities Quantitative Analytics

• Combine mathematical programming and market expertise, to build and generate systematic strategies

• Lead the strategy and resolution of highly complex and unique challenges requiring in-depth evaluation across multiple areas companywide

• Deliver solutions that are long-term, large-scale and require vision, creativity, innovation, advanced analytical and inductive thinking, and coordination of highly complex activities and guidance to others

• 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

• Provide vision, direction and expertise to more experienced leadership on implementing innovative and significant business solutions that are large-scale cross-functional or companywide strategies

• Develop automated trading algorithms, create cutting-edge derivative pricing models and empirical models, to provide insight into market behavior

• Engage with all levels of professionals and managers companywide and serve as an expert advisor to leadership

• Work constructively in collaboration with business, model development, model validation, and information technology

• Play an integral role to the trading floor

Required Qualifications:

• Experience in Securities Quantitative Analytics, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education

Desired Qualifications:

• Extensive years of quantitative development experience

• Extensive years in XVA, SS, and FISN modeling and model implementation.

• Extensive years of front office derivatives Quant model experience

• Team player with excellent verbal and written communication skills to work with XVA, SS, and FISN stakeholders

• Strong experience in derivatives modeling and implementation, especially (Rates, FX, Equity, and Commodities)

• Experience working with Sales and Trading partners.

• Solid knowledge of financial mathematics, particularly, stochastic calculus, Monte-Carlo and other numerical methods.

• Strong hands-on programming skills in C++ and Python, and proficient in the model implementation.

• Delivery focused with experience partnering with technology to deploy the model in the system.

• Ability to work on multiple projects and effectively organize tasks, manage time, set priorities and meet deadlines.

• Strong interest in financial markets and willingness to provide practical solutions for the business stakeholders.

• Experience with model documentation and model validation.

• Demonstrated experience in successfully collaborating with others in a change driven environment.

• Ph.D. or Master degree in a quantitative discipline.

Wells Fargo Recruitment and Hiring Requirements:

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