Vice President, Portfolio Manager – Innovation/Tech ABL
Western Alliance Bank
Front Office Rates Quant – Vice President
Wells Fargo
full-time
Posted on:
Location Type: Office
Location: San Francisco • California, New York, North Carolina • 🇺🇸 United States
Visit company websiteSalary
💰 $185,000 - $300,000 per year
Job Level
Lead
Tech Stack
PythonSDLC
About the role
- Design, development, and implementation of quantitative models for interest rates risk management, trading strategies, and pricing of interest rates products
- Develop, integrate, and deploy optimization-based curve construction in collaboration with other Quants
- Effectively communicate and partner with Business Stakeholders, other Quant Teams, Technology and Project Management
- Deliver high-quality software and documentation following standardized planning and Agile-based SDLC process
- Support the trading desk with questions about deployed models
- Proactively participate in complex software design & development activities within an Agile environment
- Contribute to large-scale project planning, balancing short and long-term objectives
- Use quantitative and advanced technologies to solve complex business problems
- Meet deliverables while adhering to policies, procedures, and compliance requirements
- Collaborate and consult with peers, colleagues, and project managers to resolve issues and achieve goals
- Effectively communicate with and build consensus with all project stakeholders
Requirements
- 5+ years of Securities Quantitative Analytics experience (or equivalent via work experience, training, military experience, education)
- 5+ years of quantitative development experience (desired)
- 4+ years interest rates modeling and model implementation (desired)
- 4+ years of front office derivatives Quant model experience (desired)
- Strong experience in derivatives modeling and implementation, especially rates products and models
- Solid knowledge of financial mathematics, particularly stochastic calculus, Monte-Carlo and other numerical methods
- Strong hands-on programming skills in C++ and Python
- Proficient in model implementation
- Experience working with Sales and Trading partners as a front office quant
- Delivery focused with experience partnering with technology to deploy models within a system
- Experience with model documentation and model validation
- Ability to work on multiple projects, organize tasks, manage time, set priorities and meet deadlines
- Master's or higher degree or equivalent in computer science, computational finance, mathematics or similar technical fields (desired)
Benefits
- 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
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard skills
quantitative modelinginterest rates risk managementtrading strategiescurve constructionderivatives modelingfinancial mathematicsstochastic calculusMonte-Carlo methodsC++Python
Soft skills
effective communicationcollaborationproject managementproblem-solvingtime managementorganizational skillsdelivery focusedconsensus buildingproactive participationbalancing objectives
Certifications
Master's degreedegree in computer sciencedegree in computational financedegree in mathematics