Senior Lead Quant Analytics Specialist – Executive Director
Company | Wells Fargo |
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Location | Charlotte, NC, USA, New York, NY, USA |
Salary | $173300 – $359900 |
Type | Full-Time |
Degrees | Master’s, PhD |
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
- Serve as an expert advisor to senior leadership to develop or influence objectives, plans, specifications, resources, and long-term goals for highly complex business and technical needs across Securities Quantitative Analytics
- Lead the strategy, implementation, and resolution of highly complex and unique challenges requiring in-depth evaluation across multiple areas companywide
- Deliver solutions that are long-term, large-scale and require vision, creativity, innovation, advanced analytical and inductive thinking, and coordination of highly complex activities and guidance to others
- Use quantitative and technological techniques to solve complex business problems
- Create cutting-edge mortgage pricing models and empirical models, to provide insight into market behavior
- Work constructively in collaboration with business, model development, model validation, and information technology
Preferred Qualifications
- A master’s degree or PhD in a quantitative discipline
- 5+ years’ experience in programming languages and statistical software (C++, C#, VBA, R, Python), as well as understanding of SQL and relational databases
- 5+ years’ experience working with mortgage pricing models, and Value at Risk models
- Demonstrated thought leadership experience with ability to engage and influence executive management
- Experience designing and building profit and loss attribution systems
- Experience designing and building architectural frameworks used for testing and monitoring
- Experience using valuation/risk management systems (e.g. QRM, Bloomberg, Yield Book, PolyPaths, etc.)
- Experience in developing robust data outlier surveillance detection systems
- Excellent analytical, interpersonal, oral and written communication skills with a strong attention to detail across multiple audiences (Technology, Quants, Senior Management)
- Ability to work through business challenges consistently, effectively, with a sense of urgency through collaboration, transparency, and leading to results
- Self-motivated with a working knowledge of risk management fundamentals and policy creation