Wells Fargo Securities Quantitative Analytics Associate - CVA Quant 

India, Karnataka, Bengaluru 

338260939

In this role, you will:

• Participate in complex initiatives and identify opportunity for process improvements within Securities Quantitative Analytics
• Develop automated trading algorithms or create cutting-edge derivative pricing models and empirical models to provide insight into market behavior
• Combine mathematical programming and market expertise to build and generate systematic strategies
• Review and analyze basic business, operational, or technical assignments or challenges that require evaluation, and a selection of alternatives
• Exercise independent judgment to guide medium risk deliverables
• Use quantitative and technological techniques to solve complex business problems
• Present recommendations for resolving more complex situations
• Exercise independent judgment while developing expertise in the Securities Quantitative Analytics
• Collaborate and consult with colleagues, internal partners, and stakeholders
• Play an integral role to the trading floor

Required Qualifications:

• 2+ 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:

• Experience in Derivative Pricing and good understanding of Securities product preferred.
• Python experience is a must.
• Model Validation, Model Documentation, Modeling, Testing.
• Minimum 3-6 Years of experience in Quant space.

Job Expectations:

• Education - IT / Engineering Degree / Data Science preferred

Wells Fargo Recruitment and Hiring Requirements:

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