Lead Securities Quantitative Analytics Specialist (Req. #002530) at Citigroup

At Wells Fargo, we want to satisfy our customers’ financial needs and help them succeed financially. We’re looking for talented people who will put our customers at the center of everything we do.  Help us build a better Wells Fargo. It all begins with outstanding talent. It all begins with you. 

Corporate Risk helps all Wells Fargo businesses identify and manage risk. The team focuses on several key risk types, including conduct, credit, financial crimes, information security, interest rate, liquidity, market, model, operational, regulatory compliance, reputation, strategic, and technology risk. 

The group provides leadership, enhances communications, assists with problem identification and solutions, and shares best practices. In addition, the group provides an enterprise-wide view of risk, assists management and our Board of Directors in identifying and monitoring risks that may affect multiple lines of business, and takes appropriate action when business activities exceed the risk tolerance of the company.

Wells Fargo Bank N.A. seeks a Lead Securities Quantitative Analytics Specialist in New York, NY. 

**Job Role and Responsibility: **

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. Telecommuting is permitted up to 2 days a week. Position must appear in person to the location listed as the work address.

Travel required: None

Required Qualifications:

Position requires a Master’s degree in Finance, Statistics, Mathematics, or related quantitative field and five (5) years of experience in the job offered or in a related position involving securities quantitative analytics experience.

**Specific skills required: **

• 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
• Experience working with Sales and Trading partners as a front office quant
• Financial mathematics, particularly stochastic calculus, Monte-Carlo or other numerical methods.
• Programming in C++ and Python, and proficient in the model implementation.
• Experience with model documentation and model validation.

Qualified applicants send resume to: [email protected] and reference Requisition #002530 in the subject line.

Salary: $185,000 - $300,000 

Place of Work

Hybrid

Requisition ID

002530

Compensation

$185,000 - $300,000

Job Type

Full Time

Application Email

[email protected]