Lead Securities Quantitative Analytics Specialist developing Asset Liability Management models for Wells Fargo's Investment Portfolio. Collaborating with business stakeholders and quant teams to deliver innovative solutions.
Responsibilities
Develop models to calculate various ALM metrics – NII, interest rate risk, liquidity risk, etc
Conduct forecasting and net interest margin analysis
Integration of pricing and risk analytics in collaboration with other quant teams related to ALM
Effective communication and collaboration with Business Stakeholders, other Quant Teams, Technology Partners, and Project Management
Lead complex initiatives with broad impact and act as key participant in large-scale planning for 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
Work constructively in collaboration with business, model development, model validation, and information technology
Requirements
5+ years of Securities Quantitative Analytics experience
1+ years of Python 3 experience
A master's degree or PhD in a quantitative discipline (desired)
3+ years of hands-on coding experience
3+ years of product and market experience in various asset classes: rates, foreign exchange, credit, and mortgages, and structured products (desired)
3+ years of quantitative analytics development and support experience in a buy-side or sell-side institution or a quant solution vendor (desired)
Expert working knowledge in ALM framework and concepts (desired)
Experience using ALM systems (QRM, Polypaths, etc) (desired)
Experience with numerical and scientific computing libraries such as NumPy, pandas, SciPy, and PyTorch or TensorFlow (desired)
Excellent analytical, interpersonal, oral and written communication skills with a strong attention to detail across multiple audiences (Technology, Quants, Senior Management) (desired)
Ability to work through business challenges consistently, effectively, with a sense of urgency through collaboration, transparency, and leading to results (desired)
Experience in or passionate about Machine Learning and Agentic AI (desired)
Benefits
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
Job title
Lead Securities Quant Analytics Specialist – Investment Portfolio Financial Engineer
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