Wells Fargo · 9 hours ago
Front Office Markets Data Quant Strat - Vice President
CHARLOTTE, NC
Full-time
Onsite
Mid, Senior Level
5+ years expWells Fargo is a leading financial services company, and they are seeking a Lead Securities Quantitative Analytics Specialist at the VP level to join their Markets Division. The role involves analyzing and remediating data issues, developing automated trading algorithms, and collaborating with various teams to enhance data management and strategic solutions.
BankingFinancial ServicesFinTechInsurancePayments
Responsibilities
Lead complex initiatives with broad impact and act as key participant in large-scale planning for Securities Quantitative Analytics
Develop automated trading algorithms, create cutting-edge derivative pricing models and empirical models, to provide insight into market behavior
Review and analyze complex multi-faceted, larger scale or longer-term business, operational, or technical challenges that require in-depth evaluation of multiple factors including intangibles or unprecedented factors
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
Resolve issues and achieve goals
Make decisions on complex and multi-faceted situations requiring understanding of Securities Quantitative Analytics, policies, procedures, and compliance requirements
Influence and lead the broader work team to meet deliverables and drive new initiatives
Lead projects, teams, or serve as a peer mentor
Collaborate and consult with peers, colleagues, and mid-level to senior managers
Play an integral role to the trading floor
Effectively engage teams in providing subject matter expertise in trade, reference, and market data across asset classes
Own and proactively manage specific data issues across the Markets Division
Partner with Technology teams to prioritize and drive near-term and strategic solutions for data issues
Engage with business owners of data to influence strategic design of data models
Effectively communicate and collaborate with COO Partners, Business Stakeholders, other Quant Teams, Technology, and Project Management
Consistently deliver in an Agile SDLC following applicable policies, procedures, and compliance requirements
Qualification
Required
5+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
Preferred
4+ years of experience working with large-scale systems of record for trade data, reference data and market data
2+ years of experience in data analytics and architectures, including enterprise warehouses / data lakes and operational flows
3+ years of hands-on coding experience in Java, C++ or Python
2+ years of data science experience
2+ years of Process re-engineering experience identification of root cause analysis and remediation within Capital Markets
Excellent verbal, written, and interpersonal communication skills
Experience leading data strategy and implementation at the enterprise level
Knowledge of data science packages like Keras, TensorFlow
Knowledge of data visualization tools
Knowledge of modern risk system architectures including upstream and downstream data handling, ETL and normalization processes and bi-temporality
Master's degree or higher in computer science or finance/mathematics or data science
Company
Wells Fargo
Wells Fargo & Company is a financial services firm that provides banking, insurance, investments, and mortgage services.
10001+ employees
Funding
Current Stage
Public CompanyTotal Funding
unknown1978-10-06IPO
Leadership Team
Charlie Scharf
CEO
Fernando Rivas
CEO of Corporate & Investment Banking
Recent News
2026-02-04
2026-02-04
2026-02-03
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