Securities Associate
Wells Fargo Bank, N.A
Charlotte, NC
Full-time
Law Enforcement / Security
Posted on October 27, 2019
WELLS FARGO BANK, N.A., Securities Associate, Charlotte, North Carolina, Multiple Positions Available: Develop models that support WFS & partners for a variety of businesses & asset classes, including equities, interest rates, commodities, mortgage-backed securities, FX, etc. Additional responsibilities include: support the trading & sale of derivatives by modeling derivative products; help develop firm-wide risk system such as Risk Services, Vasara, etc.; contribute to market risk, credit risk & capital related initiatives such as CVA, PFE, CCAR, Basel calculations such as FRTB; & develop our quantitative modeling libraries (FIX, EQAL, etc.). Must have a Ph.D. in mathematics, statistics, or a related quantitative field. Education must have included coursework or research in advanced numerical analysis & Monte Carlo simulation, ordinary differential & partial differential equations, probability theories & stochastic calculus, & financial derivatives theories & modeling algorithms. Apply to Wells Fargo by sending resumes to recruiter_inbox@wellsfargo.com w/subject line 5516239.