Job Description
**About this role:**
Wells Fargo is seeking a Senior Lead Python Securities Quantitative Analytics Specialist (Executive Director) to join the Mortgage Modeling Development Center within the Investment Portfolio.
The Senior Lead Securities Quant will be responsible for developing asset liability management models for the Investment Portfolio, with a focus on Juniper Vasara ALM development. Vasara is the next generation risk platform for the bank. It is an ambitious, green field initiative to tackle the bank's risk computation challenges within capital markets, from ticking risk for trading desks to market risk and capital calculations such as FRTB and CCAR.
Essential duties and responsibilities include:
+ Develop and enhance quantitative models to measure key ALM metrics—including Net Interest Income (NII), interest rate risk, liquidity risk, and related enterprise risk indicators.
+ Perform forecasting and margin analysis, generating insights on ...
Wells Fargo is seeking a Senior Lead Python Securities Quantitative Analytics Specialist (Executive Director) to join the Mortgage Modeling Development Center within the Investment Portfolio.
The Senior Lead Securities Quant will be responsible for developing asset liability management models for the Investment Portfolio, with a focus on Juniper Vasara ALM development. Vasara is the next generation risk platform for the bank. It is an ambitious, green field initiative to tackle the bank's risk computation challenges within capital markets, from ticking risk for trading desks to market risk and capital calculations such as FRTB and CCAR.
Essential duties and responsibilities include:
+ Develop and enhance quantitative models to measure key ALM metrics—including Net Interest Income (NII), interest rate risk, liquidity risk, and related enterprise risk indicators.
+ Perform forecasting and margin analysis, generating insights on ...
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