Wells Fargo Front Office Equities Quant - Vice President 

United States, New York, New York 

228957167

risk management, trading, and pricing with focus on areas like forecasting, optimization, and risk mitigation. This is part of a strategic initiative to build new models that will be integrated into a holistic markets quantitative risk and trading platform. Specific work will be spearheaded by the Front Officegroup but will be integrated into a cross asset-class platform within CIB.

In this role, you will:

• Proactively participate in the design, development, and implementation of quantitative models for equities risk management, trading strategies, and pricing of equity derivatives products within an Agile environment.
• Contribute to the development, integration, and deployment of optimization-based curve construction, collaborating with other Quants to provide expertise in software design, implementation, and performance optimization.
• Apply quantitative and advanced technologies to solve complex businessproblems relatedto equities trading and risk, ensuring solutions are robust and well-documented.
• Collaborate and consult with Business Stakeholders, other Quant Teams, Technology, and Project Management to effectively communicate model details, resolve issues, and achieve project goals.
• Deliver high-quality software anddocumentation followingstandardized planning and Agile-based SDLC processes, ensuring models are well-supported and maintainable.
• Support the trading desk by addressing questions about deployed models and providing insights into model behavior.
• Meet deliverables while adhering to policies, procedures, and compliancerequirements relatedto model risk management and regulatory standards.
• Contribute to large-scale project planning, balancing short-term objectives with long-term strategic goals for the quantitative modeling framework.
• Effectively communicate with and build consensus with all project stakeholders, ensuring alignment on model development and deployment strategies.

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:

• 5+ years of hands-on coding experience, C++ and Java are most relevant, with an emphasis on numerical optimization
• 5+ years of derivative product and market experience in one or more of the following areas: rates and foreign exchange
• Excellent verbal, written, and interpersonal communication skills
• Experience with volatility surfaces, rate, borrow and dividend curves, ideally in C++
• Experience with Sales and Trading partners as a front office quant
• PhD degree or equivalent in computer science, computational finance or mathematics

Job Expectations:

• Ability to work outside of regular business hours
• This position is subject to FINRA Background Screening Requirements, including successful completion and clearing of a background check. Internal transfers are subject to compliance with 17 CFR 240.17f-2 of the Securities Exchange Act of 1934 and FINRA Bylaws, Article III, Section 3, which states that Associated Persons should not be subject to statutory disqualification Successful candidates must also meet ongoing regulatory requirements including additional screening and are required to report certain incidents.
• Specific compliance policies may apply regarding outside activities or personal investing; affected employees will be expected to provide information to the Wells Fargo Personal Account Dealing Team and abide by applicable policy requirements if hired. Information will be shared about expectations during the recruitment process.

Posting Location:

• 500 West 33rd St. - New York, New York 10001

Wells Fargo Recruitment and Hiring Requirements:

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