REQUIRED QUALIFICATIONS, US:

• 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 data systems of record
• 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
• 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
• Master’s degree or higher in computer science or finance/mathematics or data science

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

ABOUT THIS ROLE:

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.

ESSENTIAL DUTIES:

• 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