Lead Securities Quantitative Analytics Specialist (Req. #002542) presso 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: 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. 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 two (2) years of experience in the job offered or in a related position involving securities quantitative analytics experience.

**Specific skills required: **

• Two (2) years of experience with implementing and maintaining quantitative library in C++;
• Two (2) years of experience with utilizing best software development practices to design and develop in-house mortgage analytics system;
• Two (2) years of experience with financial derivatives modeling and implementation;
• Two (2) years of experience in vendor mortgage analytics system such as Polypaths, QRM, Yieldbook;
• Two (2) years of experience with using vendor mortgage behavioral or cashflow models such as ADCo, Intex;
• Two (2) years of experience with implementing mortgage behavioral models and stochastic interest rate models;
• Two (2) years of experience with documenting and presenting detailed model development outcomes and results.

Qualified applicants send resume to: [email protected] and reference Requisition #002542 in the subject line.

Salary: $185,000 - $300,000

Place of Work

Hybrid

Requisition ID

002542

Compensation

$185,000 - $300,000

Job Type

Full Time

Application Email

[email protected]