APPLICANTS WITH DISABILITIES

To request a medical accommodation during the application or interview process, visit Disability Inclusion at Wells Fargo .

WELLS FARGO RECRUITMENT AND HIRING REQUIREMENTS:

a. Third-Party recordings are prohibited unless authorized by Wells Fargo.
b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process

Required Qualifications:

• Experience in Quantitative Analytics, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
• Masters in Financial Engineering
• eFX Quant / Strat experience at a sell side market maker
• Strong programming skills in Python, Java/C++
• Solid understanding of probability, statistics, and time series analysis
• Track record of applying software engineering principles and good design to quant code
• KDB (PyKx, embedpy)
• Experience with pricing model implementation, backtesting, and A/B testing is a plus

Wells Fargo is seeking an eFX Algo Strat Associate to join our growing eFX business in the EMEA region.

In this role, you will:

• Assist with developing and researching quantitative models for pricing and risk management
• Liaise with the London eTrading technology team to assist with aligning architecture changes with the quant/business strategy (both for eFX and across eFICC).
• Provide overnight quant support to the Asia and London desks.
• Conduct statistical analyses using historical market
• Client optimization, focusing on London/Asia clients.
• Participate in designing algorithmic strategies to place trades using low-latency trading technology in order to expand principal market making business
• Review complex formulas, that require basic or tactical issues, policies or procedures for which answers can be quickly obtained, related to low-to-medium risk tasks and deliverables
• Receive direction from a manager and exercise independent judgment while developing understanding of compliance and risk management requirements for the supported area
• Collaborate and consult with managers, colleagues and stakeholders, including internal and external customers

Required Qualifications:

• Experience in Quantitative Analytics, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
• Masters in Financial Engineering
• eFX Quant / Strat experience at a sell side market maker
• Strong programming skills in Python, Java/C++
• Solid understanding of probability, statistics, and time series analysis
• Track record of applying software engineering principles and good design to quant code
• KDB (PyKx, embedpy)
• Experience with pricing model implementation, backtesting, and A/B testing is a plus.