Xva Quant

6 months ago

London, United Kingdom Wells Fargo Full time

**About this role**:
Wells Fargo is seeking a XVA Quant (known internally as a Senior Securities Quantitative Analytics Specialist).

**In this role, you will**:

- Design, implement, and deliver practical UK/EU inflation/structured notes models.
- Participate in the design, implementation, and delivery of practical XVA models for UK/EU inflation/structured notes trades.
- Participate in the delivery of SA CVA.
- Proactively understand business needs, brainstorm with traders and/or management, and initiate possible solutions with clear and intuitive verbal and/or written communications.
- Perform core mathematical model development and the model implementation in C++.
- Participate in the model deployment in the system.
- Understand processes and work flows to make recommendations for process improvements. Bring closure to issues, questions and requests. Solve problems independently.

You will also:

- Participate in moderately complex initiatives and deliverables within Securities Quantitative Analytics
- Contribute to large-scale departmental planning
- Combine mathematical programming and market expertise to build and generate systematic strategies
- Review and analyze moderately complex business, operational, or technical challenges within Securities Quantitative Analytics that require an in-depth evaluation of variable 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 moderately complex issues independently
- Participate with the team to meet deliverables while leveraging solid understanding of Securities Quantitative Analytics policies, procedures, and compliance requirements
- Collaborate and consult with peers, colleagues, and mid-level managers to resolve issues and achieve goals
- Help in projects, teams, or serve as a mentor for less experienced staff
- Play an integral role to the trading floor

**Required Qualifications**:

- Experience in Securities Quantitative Analytics, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
- Experience in Securities Quantitative Analytics: Experience working as a front-office desk Quant working on UK/EU inflation/structured notes modeling with the experience in CVA modeling a plus, or significant experience working as a front office desk Quant in IR derivatives.
- Team player with excellent verbal and written communication skills to work with XVA and structured solutions traders/quants and other technical and non-technical colleagues.
- Strong expertise in UK/EU inflation/structured notes modeling. CVA modeling and model implementation a plus
- Solid knowledge of financial mathematics, particularly, stochastic calculus, Monte-Carlo and other numerical methods.
- Strong hands-on programming skills in C++ and proficient in the model implementation.
- Delivery focused with experience participating in the model deployment in the system.
- Ability to work on multiple projects and ability to effectively organize tasks, manage time, set priorities and deadlines.
- Knowledge and understanding of stochastic calculus, stochastic processes, and derivatives valuation
- Knowledge and understanding of derivative products: pricing methodologies such as; trees, Monte Carlo, and finite difference methods.
- Masters or Ph.D. degree in a quantitative discipline.
- Demonstrated experience in successfully collaborating with others in a change driven environment.
- Curious to keep up with market practices and recent developments on the pricing and regulatory fronts.
- Good intuitions on the models and the model results.
- Strong interest in financial markets and willingness to provide practical solutions for the trading desk.

**We Value Diversity**

Employees support our focus on building strong customer relationships balanced with a strong risk mitigating and compliance-driven culture which firmly establishes those disciplines as critical to the success of our customers and company. They are accountable for execution of all applicable risk programs (Credit, Market, Financial Crimes, Operational, Regulatory Compliance), which includes effectively following and adhering to applicable Wells Fargo policies and procedures, appropriately fulfilling risk and compliance obligations, timely and effective escalation and remediation of issues, and making sound risk decisions. There is emphasis on proactive monitoring, governance, risk identification and escalation, as well as making sound risk decisions commensurate with the business unit's risk appetite and all risk and compliance program requirements.

**Drug and Alcohol Policy**

Wells Fargo maintains a drug free workplace. Please see our Drug and Alcohol Policy to learn more.

  • Quantitative Analyst

    3 weeks ago

    London, United Kingdom Bonhill Partners Full time

    Bonhill Partners are currently supporting a Global Investment Bank in their search for a Quantitative Analyst to join their Front Office XVA team. This is an opportunity to play a key role in valuation adjustments and regulatory initiatives, supporting trading and risk departments globally. Key Responsibilities: Develop and enhance features in the...

  • Quantitative Analyst

    3 weeks ago

    London,, UK, United Kingdom Bonhill Partners Full time

    Bonhill Partners are currently supporting a Global Investment Bank in their search for a Quantitative Analyst to join their Front Office XVA team. This is an opportunity to play a key role in valuation adjustments and regulatory initiatives, supporting trading and risk departments globally.Key Responsibilities:Develop and enhance features in the Quant/XVA...

  • Quantitative Analyst

    3 weeks ago

    London, United Kingdom Bonhill Partners Full time

    Bonhill Partners are currently supporting a Global Investment Bank in their search for a Quantitative Analyst to join their Front Office XVA team. This is an opportunity to play a key role in valuation adjustments and regulatory initiatives, supporting trading and risk departments globally.Key Responsibilities:Develop and enhance features in the Quant/XVA...

  • Quantitative Analyst

    3 weeks ago

    London, United Kingdom Bonhill Partners Full time

    Bonhill Partners are currently supporting a Global Investment Bank in their search for a Quantitative Analyst to join their Front Office XVA team. This is an opportunity to play a key role in valuation adjustments and regulatory initiatives, supporting trading and risk departments globally.Key Responsibilities:Develop and enhance features in the Quant/XVA...

  • Quantitative Analyst

    1 week ago

    London, United Kingdom Bonhill Partners Full time

    Job Description Bonhill Partners are currently supporting a Global Investment Bank in their search for a Quantitative Analyst to join their Front Office XVA team. This is an opportunity to play a key role in valuation adjustments and regulatory initiatives, supporting trading and risk departments globally. Key Responsibilities: Develop and enhance features...

  • Quantitative Analyst

    3 weeks ago

    London Area, United Kingdom Bonhill Partners Full time

    Bonhill Partners are currently supporting a Global Investment Bank in their search for a Quantitative Analyst to join their Front Office XVA team. This is an opportunity to play a key role in valuation adjustments and regulatory initiatives, supporting trading and risk departments globally.Key Responsibilities:Develop and enhance features in the Quant/XVA...

  • Quantitative Analyst

    3 weeks ago

    London Area, United Kingdom Bonhill Partners Full time

    Bonhill Partners are currently supporting a Global Investment Bank in their search for a Quantitative Analyst to join their Front Office XVA team. This is an opportunity to play a key role in valuation adjustments and regulatory initiatives, supporting trading and risk departments globally.Key Responsibilities:Develop and enhance features in the Quant/XVA...

  • XVA Quantitative Analyst

    4 months ago

    London, UK, United Kingdom Fourier Ltd Full time

    A market leading investment manager is looking for an experienced quantitative analyst to join their established team of Fixed Income Quants. The successful candidate will be responsible for the review and improvement of current risk and pricing models, must have a test-driven approach and be excited by the opportunity to understand and solve complex...

  • XVA Quantitative Analyst

    4 months ago

    London, United Kingdom Fourier Ltd Full time

    A market leading investment manager is looking for an experienced quantitative analyst to join their established team of Fixed Income Quants. The successful candidate will be responsible for the review and improvement of current risk and pricing models, must have a test-driven approach and be excited by the opportunity to understand and solve complex...

  • Quant Developer

    2 weeks ago

    London, United Kingdom Cititec Talent Full time

    Quant DeveloperCommoditiesLondon, UK£700 - £850 /day We are seeking an experienced Quant Developer with a strong background in commodities and a proven track record in market risk and pricing models. In this role, you will leverage your quantitative expertise and programming skills to develop and enhance tools that support trading strategies, risk...

  • Quant Developer

    2 weeks ago

    London, United Kingdom Cititec Talent Full time

    Quant Developer Commodities London, UK £700 - £850 /day We are seeking an experienced Quant Developer with a strong background in commodities and a proven track record in market risk and pricing models. In this role, you will leverage your quantitative expertise and programming skills to develop and enhance tools that support trading strategies,...

  • Quant Developer

    1 day ago

    London, United Kingdom Cititec Talent Full time €700 - €850

    Quant Developer Commodities London, UK £700 - £850 /day We are seeking an experienced Quant Developer with a strong background in commodities and a proven track record in market risk and pricing models. In this role, you will leverage your quantitative expertise and programming skills to develop and enhance tools that support trading strategies, risk...

  • Quant Developer

    2 weeks ago

    London Area, United Kingdom Cititec Talent Full time

    Quant DeveloperCommoditiesLondon, UK£700 - £850 /day We are seeking an experienced Quant Developer with a strong background in commodities and a proven track record in market risk and pricing models. In this role, you will leverage your quantitative expertise and programming skills to develop and enhance tools that support trading strategies, risk...

  • Quant Developer

    2 weeks ago

    London Area, United Kingdom Cititec Talent Full time

    Quant DeveloperCommoditiesLondon, UK£700 - £850 /day We are seeking an experienced Quant Developer with a strong background in commodities and a proven track record in market risk and pricing models. In this role, you will leverage your quantitative expertise and programming skills to develop and enhance tools that support trading strategies, risk...

  • Senior Quant Developer

    6 days ago

    London, United Kingdom Cititec Talent Limited Full time

    Job Description Quant Developer Commodities London, UK We are seeking an experienced Quant Developer with a strong background in commodities and a proven track record in market risk and pricing models. In this role, you will leverage your quantitative expertise and programming skills to develop and enhance tools that support trading strategies, risk...

  • Front Office CVA Quant Analyst

    6 months ago

    London, United Kingdom Millar Associates Full time

    Front Office CVA Quant Analyst (VP, Director), London London Ref: FOCVA-2804 Total to £250k + Superb Benefits Leading Global Investment Bank Front Office Pricing Group, Rates, FX, CVA, C++, Python My client, a Leading Investment Bank, seeks to recruit an experienced Front Office Quant Analystfor a role supporting their global CVA trading...

  • Quantitative Finance Expert

    2 days ago

    London, Greater London, United Kingdom Bonhill Partners Full time

    Key ResponsibilitiesDevelop and enhance features in the Quant/XVA libraryBuild tools and systems to support processesLiaise with Traders dailyModel development, implementation and validationExtend XVA, Rates and related modelsProvide ongoing support for Quant library and XVA systems

  • Quantitative Risk Analyst

    2 days ago

    London, Greater London, United Kingdom Bonhill Partners Full time

    Bonhill Partners supports a Global Investment Bank in seeking a Quantitative Analyst for their Front Office XVA team. This role involves contributing to valuation adjustments and regulatory initiatives, supporting trading and risk departments globally.Main Responsibilities:Develop and enhance features in the Quant/XVA library.Build tools and systems to...

  • Quant Developer

    3 weeks ago

    London, United Kingdom Cititec Talent Limited Full time

    Job Description Quant Developer Commodities TradingNew York City (NY), Houston (TX), or London (UK) Our client is a global commodities trading firm, and are seeking an experienced and hands-on Quant Developer with a strong background in building and enhancing Value-at-Risk (VaR) engines or pricing engines to join their team. The successful candidate will...

  • Quant Strategists

    3 months ago

    London, United Kingdom Mondrian Alpha Full time

    We are working with a prestigious pension fund that is trusted by some of the UK's best-known companies to provide pension services. The firm is expanding its Strats Team and is looking for Quant Strategists to support traders and structuring teams with investment strategies.The RoleThe Quant Strategist will be analysing trades and asset origination...