Wells Fargo Bank, N.A. seeks a Securities Quantitative Analytics Associate to Participate in complex initiatives and identify opportunity for process improvements within Securities Quantitative Analytics; Create cutting-edge derivative pricing models and empirical models to provide insight into market behavior of mortgage securities products; Conduct ongoing maintenance and research on models for risk management of mortgage and fixed-income products; Develop model performance metrics like statistical back tests or P&L explanation analysis; 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; and Collaborate and consult with colleagues, internal partners, and stakeholders play an integral role to the trading floor. Position requires up to 10% domestic travel. Telecommuting is permitted 2 days per week. Position must appear in person to the location listed as the office address. Position requires a Master’s degree in Financial Engineering, Computer Science, Mathematics, Statistics, or related quantitative field. Position requires 2 years of experience in the job offered or in a related quantitative analytics role.Specific skills required: •2 years of securities quantitative analytics experience•2 years of experience with statistics, financial mathematics, interest rate derivative models, and Value at Risk (VaR)•2 years of experience with Python, R, C++, and C•2 years of experience developing or validating risk models including interest rate derivatives Qualified applicants, send resume to: [email protected] and reference Requisition # 001722 in the subject line.

　　Minimum Salary: 133,300Maximum Salary: 237,100Salary Unit: Yearly