Front Office XVA Quant Securities Quantitative Analytics Associate

About this role:

Wells Fargo is seeking a CIB Quantitative Strategies an Associate needed to help drive our objectives in counterparty risk modeling.  The candidate will implement the XVA, Structured Solutions (SS), and Fixed Income Structured Notes (FISN) modeling strategy. In addition to strategic framework development, he/she will support key platform changes in both front office and risk as it relates to counterparty risk models, e.g. FRTB standard approach for CVA. 

 

The candidate will have to collaborate with front office trading, risk oversight, technology, and model governance functions ensuring requirements are met and governance is adhered to.  He/she will possess high quality communications skills both written and verbal in order to socialize the approaches and highlight progress and issues in need of support.

In this role, you will:

• Participate in less complex initiatives and identify opportunity 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

Required Qualifications:

• 2+ 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:

• 2+ years of quantitative development experience
• 2+ years XVA, SS, and FISN modeling and model implementation.
• 2+ years of front office derivatives Quant model experience
• Team player with excellent verbal and written communication skills to work with XVA, SS, and FISN stakeholders
• Strong experience in derivatives modeling and implementation, especially (Rates, FX, Equity, and Commodities)
• Experience working with Sales and Trading partners.
• Solid knowledge of financial mathematics, particularly, stochastic calculus, Monte-Carlo and other numerical methods.
• Strong hands-on programming skills in C++ and Python, and proficient in the model implementation.
• Delivery focused with experience partnering with technology to deploy the model in the system.
• Ability to work on multiple projects and effectively organize tasks, manage time, set priorities and meet deadlines.
• Strong interest in financial markets and willingness to provide practical solutions for the business stakeholders.
• Experience with model documentation and model validation.
• Demonstrated experience in successfully collaborating with others in a change driven environment.
• Ph.D. degree in a quantitative discipline.

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.

$119,000.00 - $224,000.00

Posting End Date:

3 Aug 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.

Drug and Alcohol Policy

 

Wells Fargo maintains a drug free workplace.  Please see our 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.