Wells Fargo Equities Derivatives Quant - Exotics Structured Products Vice President 

United States, New York, New York 

381157875

In this role, you will:

• Combine mathematical and programming skills as well as 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 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
• Contribute to large-scale departmental planning

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:

• An advanced degree such as Masters or PhD in aquantitative/computingdiscipline, 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

$144,400.00 - $300,000.00

23 Aug 2024

Wells Fargo Recruitment and Hiring Requirements:

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