- Wells Fargo (New York, NY)
- …Wells Fargo is seeking a Lead Securities Quantitative Analytics Specialist- Core Quantitative Developer . ( Quant developer ) A successful applicant will be a ... and Quants, and you will be working within the Quant organization, with a focus on specific risk management...of pricing and risk analytics in collaboration with other quant teams, providing expertise in design and implementation issues… more
- SMBC (New York, NY)
- …experiences, and an analysis of the current compensation paid in their geography and the market for similar roles at the time of hire. The role may also be eligible ... for an annual discretionary incentive award. In addition to cash compensation, SMBC offers a competitive portfolio of benefits to its employees. **Role Description** * Hands-on development using Java 17 as the primary language * Work closely with the Strats… more
- Wells Fargo (New York, NY)
- **About this role:** Wells Fargo is seeking a CIB Quantitative Strategies a Vice President needed to help drive our objectives in counterparty risk modeling. The ... and delivery of practical pricing and risk management solutions in XVA. + Primary Quant faceoff for PFE/XVA combined modeling strategy + Engage with front office and… more