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About this role:

The Senior Lead Securities Quantitative Analytics Specialist is an Executive Director level role within the Corporate & Investment Banking organization (CIB). The successful candidate will focus on Vasara development. Vasara is the next generation risk platform for the CIB. It is an ambitious, green field initiative to consolidate the bank's disparate risk systems into one cohesive, cross-asset platform that provides front-line risk management capabilities, risk calculations to second-line functions, and ‘books and records’ valuations and PnL explains to Finance. Additional goals include the ability to provide ticking PnL and risk reporting for trading desks and their management, advanced market risk calculations including full-revaluation VaR, and capital calculations for internal risk management and regulatory requirements such as FRTB-SA. The solutions will be tailored to practical needs, but expected to be asset agnostic, so that we achieve maximum consistency and re-usability.

Essential duties and responsibilities include:

+ Effectively communicate and partner with Business Stakeholders, other Quant Teams, Technology and Project Management

+ Integrate pricing and risk analytics in collaboration with other Quants, providing expertise in software design, implementation and performance optimization

+ Deliver high-quality software and documentation following our standardized planning and Agile-based SDLC process

In this role, you will:

+ Proactively participate in complex software design & development activities within an Agile environment

+ Contribute to large-scale project planning, balancing short and long-term objectives

+ Use quantitative and advanced technologies to solve complex business problems

+ Meet deliverables while adhering to policies, procedures, and compliance requirements

+ Collaborate and consult with peers, colleagues, and project managers to resolve issues and achieve goals

+ Effectively communicate with and build consensus with all project stakeholders

+ Serve as a mentor for less experienced staff

Required Qualifications:

+ 7+ 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:

+ 7+ years of hands-on coding experience, Java and C++ are most relevant with emphasis on functional programming

+ 7+ years of derivative product and market experience in one or more of the following areas: rates, foreign exchange, credit, equities and commodities

+ Excellent verbal, written, and interpersonal communication skills

+ Experience with asynchronous event driven or reactive programming architectures

+ Master's degree or equivalent in computer science, computational finance or mathematics

Pay Range

Reflected is the base pay range offered for this position. Pay may vary depending on factors including but not limited to achievements, skills, experience, or work location. The range listed is just one component of the compensation package offered to candidates.

$173,300.00 - $359,900.00

Benefits

Wells Fargo provides eligible employees with a comprehensive set of benefits, many of which are listed below. Visit Benefits - Wells Fargo Jobs (https://www.wellsfargojobs.com/en/life-at-wells-fargo/benefits) for an overview of the following benefit plans and programs offered to employees.

+ Health benefits

+ 401(k) Plan

+ Paid time off

+ Disability benefits

+ Life insurance, critical illness insurance, and accident insurance

+ Parental leave

+ Critical caregiving leave

+ Discounts and savings

+ Commuter benefits

+ Tuition reimbursement

+ Scholarships for dependent children

+ Adoption reimbursement

Posting End Date:

6 Jun 2025

*** **_Job posting may come down early due to volume of applicants._

We Value Equal Opportunity

Wells Fargo is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other legally protected characteristic.

Employees support our focus on building strong customer relationships balanced with a strong risk mitigating and compliance-driven culture which firmly establishes those disciplines as critical to the success of our customers and company. They are accountable for execution of all applicable risk programs (Credit, Market, Financial Crimes, Operational, Regulatory Compliance), which includes effectively following and adhering to applicable Wells Fargo policies and procedures, appropriately fulfilling risk and compliance obligations, timely and effective escalation and remediation of issues, and making sound risk decisions. There is emphasis on proactive monitoring, governance, risk identification and escalation, as well as making sound risk decisions commensurate with the business unit’s risk appetite and all risk and compliance program requirements.

Applicants with Disabilities

To request a medical accommodation during the application or interview process, visit Disability Inclusion at Wells Fargo (https://www.wellsfargojobs.com/en/diversity/disability-inclusion/) .

Drug and Alcohol Policy

Wells Fargo maintains a drug free workplace. Please see our Drug and Alcohol Policy (https://www.wellsfargojobs.com/en/wells-fargo-drug-and-alcohol-policy) to learn more.

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.

**Req Number:** R-454504