Front Office Credit – SPG Quant – Executive Director
| Company | Wells Fargo |
|---|---|
| Location | Charlotte, NC, USA, New York, NY, USA |
| Salary | $173300 – $359900 |
| Type | Full-Time |
| Degrees | |
| Experience Level | Senior, Expert or higher |
Requirements
- 7+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
Responsibilities
- Design, development, and implementation of quantitative models for Credit and SPG risk management, trading strategies, and pricing of Credit and SPG products.
- Develop, integrate, and deploy optimization-based curve construction in collaboration with other Quants, providing expertise in relevant software design, implementation and performance optimization.
- Effectively communicate and partner with Business Stakeholders, other Quant Teams, Technology and Project Management
- Deliver high-quality software and documentation following our standardized planning and Agile-based SDLC process.
- Support the trading desk with questions about deployed models.
Preferred Qualifications
- 7+ years of hands-on coding experience, C++ and Java are most relevant, with an emphasis on numerical optimization
- 7+ years of Credit and SPG modeling and model implementation experience
- Excellent verbal, written, and interpersonal communication skills
- Experience with Credit and SPG products PnL process development and implementation
- Experience with Sales and Trading partners as a front office quant
- Master’s or higher degree or equivalent in computer science, computational finance, mathematics or similar technical fields.
- PhD degree or equivalent in computer science, computational finance or mathematics