full-time
Vice President ( Lead Securities Python Quantitative Developer )
Wells Fargo
- Employer
- Wells Fargo
- Location
- Charlotte, North Carolina, United States
- Working pattern
- on-site
About the role
Develop and implement asset-liability management models and logic in Python, integrating pricing and risk analytics with other quantitative teams. Improve the performance and reliability of the securities risk platform while delivering high-quality software and documentation and collaborating with business, technology, and project stakeholders. Requires at least five years of securities quantitative analytics experience and five years of professional Python 3 experience; hands-on Python and C++ coding experience is also desired. Desired qualifications include experience with financial products and quantitative analytics libraries, ALM frameworks, risk solutions, and Agile software development; a master's degree or higher in computer science, finance, or mathematics is also noted as desirable.