Lead Securities Quantitative Analytics Specialist (Req. #002542)

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.

Required Qualifications

• Master's degree in Finance, Statistics, Mathematics, or related quantitative field
• 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.

Benefits

Wells Fargo provides eligible employees with a comprehensive set of benefits, many of which are listed below. Visit Benefits - Wells Fargo Jobs for an overview of the following benefit plans and programs offered to employees. 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