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 Securities Quantitative Analytics, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
• Expertise in exotic FX derivatives models such as Stochastic Local Vol and models for non-vanilla CSA. Stochastic rates expertise is a plus.
• Solid knowledge of financial mathematics, particularly, stochastic calculus, arbitrage, hedging, PDE, Monte-Carlo and other numerical methods.
• Experience working as a front office desk Quant for FX derivatives, ideally with exposure to exotics Rates derivatives and FX-IR hybrids.
• Experience of C++/Java experience.
• PhD in quantitative field such as mathematics, statistics, engineering, physics or computer science
• Deep knowledge of FX markets and conventions, hedging practices, and calibration issues. Knowledge of Rates markets is a plus.
• Team player, comfortable on a trading floor, with strong, clear and concise written and oral communication skills
• Demonstrated experience with exchange-traded derivatives
• Delivery focused with experience participating in the model deployment in the system.
• Ability to work on multiple projects, to problem solve, and to effectively organize tasks, manage time, set priorities and deadlines

Desired Qualifications:

• Demonstrated experience in successfully collaborating with others in a change driven environment.
• Curious to keep up with market practices and recent developments on the pricing and regulatory fronts.
• Good intuitions on the models and the model results.
• Strong interest in financial markets and willingness to provide practical solutions for a trading desk

Wells Fargo is seeking a Lead Securities Quantitative Analytics Specialist.
Successful candidate is to assume a front office desk Quant role in London to closely support the Foreign Exchange ("FX") and non-USD Rates trading desk as part of the global modelling team. In particular, this Quant needs to have experience in FX derivatives modelling in a front office delivery role on a trading floor, ideally combined with experience in Rates or FX-IR Hybrid derivatives. This Quant would be working closely with the FX and non-USD Rates traders, and other quant team members in order to design, implement, support and deliver pricing and trading models, as well as their integration into Trading and Risk systems. He/she would be in close contact with other Quant team members, IT developers and the Control Groups globally to ensure best practice and coherent implementation.

In this role, you will:

• Design, implement, support, and deliver pricing and trading models, as well as their integration into Trading and Risk systems for the FX and non-USD Rates business.
• Work closely with Traders on short-term projects, as well as working within the Quant team on wider projects for the business.
• Participate in the analysis, design, implementation, testing, and delivery of derivative pricing and trading models for FX and Rates products.
• Proactively understand business needs and market conventions, interact effectively with traders and/or management, and initiate possible solutions with clear and intuitive verbal and/or written communications and documentation.
• Perform core financial model analysis and development with a fundamental understanding of arbitrage, hedging, calibration and stochastic processes.
• Model implementation in C++ and Java with due care and attention and the incorporation of sanity checking.
• Participate in the model deployment and support of models in trading systems.
• Understand processes and work flows to make recommendations for process improvements. Bring closure to issues, questions and requests. Solve problems independently.
• Consistently learn new systems, applications, processes and techniques.
• Play an integral role to the trading floor
• Participate in moderately complex initiatives and deliverables within Securities Quantitative Analytics
• Contribute to large-scale departmental planning
• Combine mathematical programming and market expertise to build and generate systematic strategies for hedging
• Review and analyze moderately complex business, operational, or technical challenges within Securities Quantitative Analytics that require an in-depth evaluation of variable 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 moderately complex issues independently
• Participate with the team to meet deliverables while leveraging solid understanding of Securities Quantitative Analytics policies, procedures, and compliance requirements
• Collaborate and consult with peers, colleagues, and mid-level managers to resolve issues and achieve goals
• Help in projects, teams, or serve as a mentor for less experienced staff

Required Qualifications:

• Experience in Securities Quantitative Analytics, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
• Expertise in exotic FX derivatives models such as Stochastic Local Vol and models for non-vanilla CSA. Stochastic rates expertise is a plus.
• Solid knowledge of financial mathematics, particularly, stochastic calculus, arbitrage, hedging, PDE, Monte-Carlo and other numerical methods.
• Experience working as a front office desk Quant for FX derivatives, ideally with exposure to exotics Rates derivatives and FX-IR hybrids.
• Experience of C++/Java experience.
• PhD in quantitative field such as mathematics, statistics, engineering, physics or computer science
• Deep knowledge of FX markets and conventions, hedging practices, and calibration issues. Knowledge of Rates markets is a plus.
• Team player, comfortable on a trading floor, with strong, clear and concise written and oral communication skills
• Demonstrated experience with exchange-traded derivatives
• Delivery focused with experience participating in the model deployment in the system.
• Ability to work on multiple projects, to problem solve, and to effectively organize tasks, manage time, set priorities and deadlines.

Desired Qualifications:

• Demonstrated experience in successfully collaborating with others in a change driven environment.
• Curious to keep up with market practices and recent developments on the pricing and regulatory fronts.
• Good intuitions on the models and the model results.
• Strong interest in financial markets and willingness to provide practical solutions for a trading desk.