NYC Staffing
Lead Securities Quantitative Analytics Specialist (002071)
NYC Staffing - New York, New York, United States, 10001
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Overview
Lead Securities Quantitative Analytics Specialist
Wells Fargo Bank N.A. seeks a Lead Securities Quantitative Analytics Specialist in New York, NY. Job Role and Responsibility: Lead complex initiatives with broad impact and act as 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. Telecommuting is permitted up to 2 days a week. Position must appear in person to the location listed as the work address. Required Qualifications: Master's degree in Computer Science, Financial Engineering, Computational Finance, or related quantitative field. 5 years of experience in the job offered or in a related securities quantitative analytics role. Specific skills required: Experience with programming languages including Java, C++ and Python; Experience with developing large scale enterprise pricing and risk systems for financial institutions; Experience with capital markets, derivative pricing, valuation techniques and risk analytics; Experience with NoSQL or object based data database systems; Experience with Linux and Unix operating systems; Experience with statistical model application or development; Experience with automated testing and test frameworks. Salary: $215,000.00 - $355,000.00 Job Ref: Ref # 002071
Wells Fargo Bank N.A. seeks a Lead Securities Quantitative Analytics Specialist in New York, NY. Job Role and Responsibility: Lead complex initiatives with broad impact and act as 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. Telecommuting is permitted up to 2 days a week. Position must appear in person to the location listed as the work address. Required Qualifications: Master's degree in Computer Science, Financial Engineering, Computational Finance, or related quantitative field. 5 years of experience in the job offered or in a related securities quantitative analytics role. Specific skills required: Experience with programming languages including Java, C++ and Python; Experience with developing large scale enterprise pricing and risk systems for financial institutions; Experience with capital markets, derivative pricing, valuation techniques and risk analytics; Experience with NoSQL or object based data database systems; Experience with Linux and Unix operating systems; Experience with statistical model application or development; Experience with automated testing and test frameworks. Salary: $215,000.00 - $355,000.00 Job Ref: Ref # 002071