Front Office Credit – SPG Quant – VP
| Company | Wells Fargo |
|---|---|
| Location | Charlotte, NC, USA, New York, NY, USA |
| Salary | $144400 – $300000 |
| Type | Full-Time |
| Degrees | |
| Experience Level | Senior |
Requirements
- 5+ 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
- 5+ years of quantitative development experience
- 4+ years Credit and SPG modeling and model implementation experience
- Experience with Credit and SPG products PnL process development and implementation
- Team player with excellent verbal and written and interpersonal communication skills
- Experience working with Sales and Trading partners as a front office quant
- Solid knowledge of financial mathematics, particularly, stochastic calculus, Monte-Carlo and other numerical methods.
- Strong hands-on programming skills in C++ and Python, and proficient in the model implementation.
- Delivery focused with experience partnering with technology to deploy models within a system.
- Ability to work on multiple projects and effectively organize tasks, manage time, set priorities and meet deadlines.
- Strong interest in financial markets and willingness to provide practical solutions for the business stakeholders.
- Experience with model documentation and model validation.
- Demonstrated experience in successfully collaborating with others in a change driven environment.
- PhD degree or equivalent in computer science, computational finance or mathematics