Lead Securities Quantitative Analytics Specialist

Job description

**About this role:** Wells Fargo is seeking a Lead Securities Quantitative Analytics Specialist. **In this role, you will:** - Lead complex initiatives with broad impact and act as key participant in large-scale planning for Securities Quantitative Analytics - 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 to 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 new reports/extracts/results as requested by stakeholders **Job Expectations:** - A masters 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++