Securities Quantitative Analytics Associate (Req #001492)

Securities Quantitative Analytics Associate

Wells Fargo Bank, N.A. is seeking a Securities Quantitative Analytics Associate to add features in the in house analytics library using C++ or Java. Quickly identify issues related to risk or pricing as reported by the software user. Communicate with control functions in the bank to deliver the required document. Assist new users to use Inhouse libraries. Telecommuting is permitted up to 2 days a week. Position must appear in person to the location listed as the work address.

Travel required: No

Required Qualifications:

Degree required: Master's degree in Mathematics in Finance, Financial Mathematics, Statistics, Engineering, Physics, Economics, or related quantitative field.

Amount and type of experience required: 2 years of experience in the job offered or related role involving quantitative analytics experience.

Specific skills required:

• Experience with C++ and Machine learning;
• Experience with Stochastic modeling, Model design, and performance;
• Experience with Evaluation testing;
• Experience with Java;
• Experience with market basic instruments such as swap, swaptions, cap floors, Bermudan swaptions, and exchange products; and
• Knowledge of Monte Carlo simulation, Financial Math modelling and fluency on Finance products.

Salary: $143,000 - $224,000 per year.

Pay Range: Reflected is the base pay range offered for this position. Pay may vary depending on factors including but not limited to achievements, skills, experience, or work location. The range listed is just one component of the compensation package offered to candidates.

Wells Fargo provides eligible employees with a comprehensive set of benefits, many of which are listed below.

• 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

Wells Fargo is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other legally protected characteristic.