Senior Lead Securities Quantitative Analytics Specialist

The Senior Lead Securities Quantitative Analytics Specialist is an executive director level role within the corporate and investment banking organization (CIB), working as a front office quant supporting the strategic build-out of WF's commodities capabilities. The successful candidate will participate in all aspects of commodities modeling, including design, documentation, implementation, and its integration into CIB's strategic risk platform, Vasara.

Essential duties and responsibilities include:

• Develop, integrate, and deploy commodities models, and the ongoing support.
• 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 all business stakeholders, esp. trading desk, with questions.

In this role, you will:

• Proactively participate in every stage of modeling, from mathematical formulas to final model implementation and delivery
• 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

Required qualifications:

• 7+ 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:

• 7+ years of hands-on coding experience, C++ and Java are most relevant.
• 5+ years of derivative product and market experience in commodities
• Excellent verbal, written, and interpersonal communication skills
• Experience with large scale software implementation in C++ and/or Java
• 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.
• Master degree or equivalent in computer science, computational finance or mathematics

Pay range:

Reflected is the base pay range offered for this position. Pay may vary depending on factors including but not limited to achievements, skills, experience, or work location. The range listed is just one component of the compensation package offered to candidates.

$215,000.00 - $355,000.00

Benefits:

Wells Fargo provides eligible employees with a comprehensive set of benefits, many of which are listed below.

• Health benefits
• 401(k) Plan
• Paid time off
• Disability benefits
• Life insurance, critical illness insurance, and accident insurance
• Parental leave
• Critical caregiving leave
• Discounts and savings
• Commuter benefits
• Tuition reimbursement
• Scholarships for dependent children
• Adoption reimbursement

Wells Fargo is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other legally protected characteristic.

To request a medical accommodation during the application or interview process, visit Disability Inclusion at Wells Fargo.

Wells Fargo maintains a drug free workplace. Please see our Drug and Alcohol Policy to learn more.

Wells Fargo recruitment and hiring requirements:

• Third-party recordings are prohibited unless authorized by Wells Fargo.
• Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process.