Vice President, Front Office Quant Counterparty Cross Margin Model Development

Wells Fargo

. Lead complex initiatives with broad impact and act as key participant in large-scale planning for Securities Quantitative Analytics .

Posted 3/27/2026full-timeCharlotte • New York, North Carolina • 🇺🇸 United StatesLead💰 $185,000 - $300,000 per yearWebsite

Tech Stack

Tools & technologies

PythonSQL

About the role

Key responsibilities & impact

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
Applying advanced mathematical expertise in stochastic modeling and OTC derivatives to formulate, implement, and enhance quantitative model development strategies, supporting rigorous analysis and data-driven decision-making for products and business initiatives with significant organizational impact.

Requirements

What you’ll need

5+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
PhD degree or equivalent in mathematics, physics, engineering, computer science, economics, finance or quantitative field.
Extensive experience in OTC products pricing and risk model development, implementation, testing, documentation, validation, and maintenance.
Experience with Equities, Rates, Credit, model development for counterparty cross margin risk.
Extensive hands-on coding experience in Python, C++ and SQL with strength in AI auto coding models.
Excellent verbal, written, and interpersonal communication skills and sense of urgency.
Provide guidance, support, and mentorship to junior team members to foster their professional growth and ensure successful onboarding and skill development.
Solid knowledge of regulatory guidelines for counterparty credit risk management and regulatory requirements for market risk, e.g. Basel 2.5 and FRTB.
Strong financial modeling knowledge in financial mathematics, particularly in stochastic calculus and numerical methods.
Delivery focused with extensive experience partnering with technology to deploy models in the system.
Ability to work on multiple projects and effectively organize tasks, manage time, set priorities, work under pressure, meet deadlines, and deliver results with speed and agility.

Benefits

Comp & perks

Health benefits
401(k) Plan
Paid time off
Disability benefits
Life insurance, critical illness insurance, and accident insurance
Parental leave
Critical caregiving leave
Discounts and savings
Commuter benefits
Tuition reimbursement
Scholarships for dependent children
Adoption reimbursement

ATS Keywords

✓ Tailor your resume

Applicant Tracking System Keywords

Tip: use these terms in your resume and cover letter to boost ATS matches.

Hard Skills & Tools

automated trading algorithmsderivative pricing modelsempirical modelstrading cost modelsliquidity modelsrisk modelsportfolio construction methodologysignal generationPythonC++

Soft Skills

communication skillsmentorshipcollaborationleadershipproblem-solvingdecision-makingorganizational skillstime managementability to work under pressuredelivery focused

Certifications

PhD in mathematicsPhD in physicsPhD in engineeringPhD in computer sciencePhD in economicsPhD in finance