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Front Office Equities Quant – Executive Director
| Company | Wells Fargo |
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| Location | New York, NY, USA |
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| Salary | $173300 – $359900 |
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| Type | Full-Time |
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| Degrees | PhD |
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| Experience Level | Senior, Expert or higher |
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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 Equities risk management, trading strategies, and pricing of equity derivatives 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.
- Proactively participate in complex software design & development activities within an Agile environment
- Contribute to large-scale project planning, balancing short and long-term objectives
- Use quantitative and advanced technologies to solve complex business problems
- Meet deliverables while adhering to policies, procedures, and compliance requirements
- Collaborate and consult with peers, colleagues, and project managers to resolve issues and achieve goals
- Effectively communicate with and build consensus with all project stakeholders
- Serve as a mentor for less experienced staff
Preferred Qualifications
- 7+ years of hands-on coding experience, C++ and Java are most relevant, with an emphasis on numerical optimization
- 7+ years of derivative product and market experience in one or more of the following areas: rates and foreign exchange
- Excellent verbal, written, and interpersonal communication skills
- Experience with volatility surfaces, rate, borrow and dividend curves, ideally in C++
- Experience with Sales and Trading partners as a front office quant
- PhD degree or equivalent in computer science, computational finance or mathematics
