Securities Quantitative Analytics Senior Manager - Front Office Quant – Executive Director

Wells Fargo (Wells Fargo International Solutions)Lavelle Road, BangalorePosted 19 days ago

Director and above
Full time
7+ years

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About the role

Wells Fargo's Corporate & Investment Banking organization develops quantitative pricing, trading, and risk solutions across asset classes. This leader will manage quantitative teams and guide development of front-office models, analytics platforms, and trading tools.

What you'll do

Lead and develop teams of quantitative analysts and researchers
Develop derivatives pricing models, trading algorithms, and risk models
Design and maintain market models, curves, volatility surfaces, and analytics libraries
Advise trading desks on pricing, valuation, hedging, and risk management
Establish model development governance, validation, and compliance standards
Drive scalable, high-performance quantitative platform initiatives

Skills

Must have

Quantitative modeling
Derivatives pricing
Financial mathematics
Stochastic calculus
Monte carlo simulation
Numerical methods
Optimization
C++
Python
Interest rate modeling

Nice to have

Yield curve construction
Risk management
Model governance
Performance optimization
Agile software development

Who it's for

Experience: 7+ years
Domain: investment banking

About Wells Fargo (Wells Fargo International Solutions)

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