Front Office Lead XVA Quant Analytics Specialist – VP
| Company | Wells Fargo |
|---|---|
| Location | Charlotte, NC, USA, New York, NY, USA |
| Salary | $144400 – $300000 |
| Type | Full-Time |
| Degrees | PhD |
| 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
- Lead the design, implementation, and delivery of a unified and shared modeling platform for XVA, SS, and FISN.
- Lead the design, implementation, and delivery of practical pricing and risk management solutions in XVA, SS, and FISN.
- Engage with front office and risk stakeholders for understanding requirements and ensuring implementation successfully meets those requirements.
- Lead modeling development on shared C++ library platform.
- Partner with technology to drive platform design across quant model, data, and calculation framework.
Preferred Qualifications
- 4+ years of quantitative development experience
- 4+ years XVA, SS, and FISN modeling and model implementation.
- 4+ years of front office derivatives Quant model experience
- Team player with excellent verbal and written communication skills to work with XVA, SS, and FISN stakeholders
- Strong experience in derivatives modeling and implementation, especially (Rates, FX, Equity, and Commodities)
- Experience working with Sales and Trading partners.
- 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 the model in the 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.
- Ph.D. degree in a quantitative discipline.