Front Office Markets Data Quant Strat - Vice President

Lead Securities Quantitative Analytics Specialist

Wells Fargo is seeking a Lead Securities Quantitative Analytics Specialist at the VP level to join a team of 'data strats' in analyzing and remediating data issues within the Markets Division. A successful applicant will have hands-on technical experience and proven track record of managing and resolving data related issues. The applicant also should partner with desks and engage with business owners in prioritizing and driving improvements in the completeness and structural organization of critical data. A primary focus will be on the 'Vasara' project. Vasara is the next generation risk platform for the bank. It is an ambitious, greenfield initiative to tackle the bank's risk computation challenges within capital markets, from ticking risk for trading desks to market risk and capital calculations such us FRTB and CCAR.

In this role, you will:

• Lead complex initiatives with broad impact and act as a key participant in large-scale planning for Securities Quantitative Analytics
• Develop automated trading algorithms, create cutting-edge derivative pricing models and empirical models, to provide insight into market behavior
• Review and analyze complex multi-faceted, larger scale or longer-term business, operational, or technical challenges that require in-depth evaluation of multiple factors including intangibles or unprecedented factors
• Use quantitative and technological techniques to solve complex business problems
• Conduct research on trading cost models, liquidity models, risk models, portfolio construction methodology, and signal generation
• Resolve issues and achieve goals
• Make decisions on complex and multi-faceted situations requiring understanding of Securities Quantitative Analytics, policies, procedures, and compliance requirements
• Influence and lead the broader work team to meet deliverables and drive new initiatives
• Lead projects, teams, or serve as a peer mentor
• Collaborate and consult with peers, colleagues, and mid-level to senior managers
• Play an integral role to the trading floor

In this role, you will also:

• Effectively engage teams in providing subject matter expertise in trade, reference, and market data across asset classes
• Own and proactively manage specific data issues across the Markets Division
• Partner with Technology teams to prioritize and drive near-term and strategic solutions for data issues
• Engage with business owners of data to influence strategic design of data models
• Effectively communicate and collaborate with COO Partners, Business Stakeholders, other Quant Teams, Technology, and Project Management
• Consistently deliver in an Agile SDLC following applicable policies, procedures, and compliance requirements

Required Qualifications:

• 5+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education

Desired Qualifications:

• 4+ years of experience working with large-scale systems of record for trade data, reference data, and market data
• 2+ years of experience in data analytics and architectures, including enterprise warehouses/data lakes and operational flows
• 3+ years of hands-on coding experience in Java, C++, or Python
• 2+ years of data science experience
• 2+ years of process re-engineering experience identification of root cause analysis and remediation within Capital Markets
• Excellent verbal, written, and interpersonal communication skills
• Experience leading data strategy and implementation at the enterprise level
• Knowledge of data science packages like Keras, TensorFlow
• Knowledge of data visualization tools
• Knowledge of modern risk system architectures including upstream and downstream data handling, ETL, and normalization processes and bi-temporality
• Masters degree or higher in computer science or finance/mathematics or data science