Wells Fargo Bank N.A. seeks a Securities Quantitative Analytics Associate in Charlotte, NC.
Job Role and Responsibility:
Participate in initiatives and identify opportunities for process improvements within Securities Quantitative Analytics. Develop automated trading algorithms or create cutting-edge derivative pricing models and empirical models to provide insight into market behavior. Combine mathematical programming and market expertise to build and generate systematic strategies. Review and analyze basic business, operational, or technical assignments or challenges that require evaluation, and a selection of alternatives. Exercise independent judgment to guide medium risk deliverables. 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. Present recommendations for resolving more complex situations. Exercise independent judgment while developing expertise in the Securities Quantitative Analytics. Collaborate and consult with colleagues, internal partners, and stakeholders. 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.
Travel required: 0%
Required Qualifications:
Degree required: Master's degree in Statistics, Mathematics, Physics, Engineering, Computer Science, Economics, or related quantitative discipline.
Alternative degree required: PhD in Statistics, Mathematics, Physics, Engineering, Computer Science, Economics, or related quantitative discipline.
Amount and type of experience required: 2 years of experience in the job offered or in a related securities quantitative analytics role.
Alternative experience required: zero (0) years of experience required.
Specific skills required:
Skills can be gained through work experience or graduate level coursework. Experience in at least 4 of the following: Programming languages used for statistical analysis and data programming including C++, Java, Python; Linux and Unix Operating Systems; Stochastic Modeling, Optimization, Simulation, Computational Statistics, and Machine Learning; Statistical model development/validation; Documenting and presenting detailed model development and validation outcomes and results; Utilizing best modeling practices and methodologies in the areas of data processing, sampling, model design/specification, model performance assessment, and evaluation testing; Application of analytical, statistical, and forecasting methods with focus on the theory and mathematics behind the analyses; Working within the regulatory framework for financial institutions and interfacing with regulators and auditors.
Posting End Date:
28 Jul 2026
*Job posting may come down early due to volume of applicants.
