- 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 ... candidate will implement the PFE and XVA combined modeling strategy to move away from the...to counterparty risk models, eg FRTB standard approach for CVA . The candidate will have to collaborate with front… more