Lead Securities Quant Analytics Specialist- Investment Portfolio Financial Engineer

About this role:
Wells Fargo is seeking a Lead Securities Quantitative Analytics Specialist (Vice President) to join the Mortgage Modeling Development Center within the Investment Portfolio.
The Lead Securities Quant will be responsible for developing Asset Liability Management models for the Investment Portfolio, with a focus on Juniper Vasara ALM development. Vasara is the next generation risk platform for the bank. It is an ambitious, green field 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 as FRTB and CCAR.
Essential duties and responsibilities include:

• Develop models to calculate various ALM metrics - NII, interest rate risk, liquidity risk, etc
• Conduct forecasting and net interest margin analysis.
• Integration of pricing and risk analytics in collaboration with other quant teams relate to ALM.
• Effective communication and collaboration with Business Stakeholders, other Quant Teams, Technology Partners, and Project Management

In this role you will:

• Lead complex initiatives with broad impact and act as key participant in large-scale planning for Securities Quantitative Analytics
• Lead the strategy, implementation, and resolution of highly complex and unique challenges requiring in-depth evaluation across multiple areas companywide
• Deliver solutions that are long-term, large-scale and require vision, creativity, innovation, advanced analytical and inductive thinking, and coordination of highly complex activities and guidance to others
• Use quantitative and technological techniques to solve complex business problems
• Work constructively in collaboration with business, model development, model validation, and information technology

Required Qualifications:

• 5+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
• 1+ years of Python 3 experience

Desired Qualifications:

• A master's degree or PhD in a quantitative discipline
• 3+ years of hands-on coding experience, Python 3 is most relevant
• 3+ years of product and market experience in various asset classes: rates, foreign exchange, credit, and mortgages, and structured products
• 3+ years of quantitative analytics development and support experience in a buy-side or sell-side institution or a quant solution vendor
• Expert working knowledge in ALM framework and concepts
• Experience using ALM systems (QRM, Polypaths, etc)
• Experience with numerical and scientific computing libraries such as NumPy, pandas, SciPy, and PyTorch or TensorFlow
• Excellent analytical, interpersonal, oral and written communication skills with a strong attention to detail across multiple audiences (Technology, Quants, Senior Management)
• Ability to work through business challenges consistently, effectively, with a sense of urgency through collaboration, transparency, and leading to results
• Experience in or passionate about Machine Learning and Agentic AI

Job Expectations:

• Ability to travel up to 10% of the time
• This position is eligible for Visa sponsorship
• Must be able to work on-site

Location:

• 550 S Tryon St, Charlotte, NC
• 150 E 42nd St, New York, NY