Front Office Risk Framework Quant Developer

At Wells Fargo, we are looking for an experienced and passionate Front Office Risk Framework Quant Developer to join our expanding team. In this role, you will have the opportunity to be part of a dynamic team and make an impact on the future of risk management at Wells Fargo. You will be responsible for designing and implementing quantitative models, frameworks and analytical tools to provide risk analytics and insights in support of our Front Office business.The ideal candidate for this role should have a deep understanding of Front Office Risk and Quantitative Finance, with a minimum of 5+ years of experience developing quantitative models and analytics tools. In addition, you should have a strong analytical background, be detail-oriented, and have an ability to work independently as well as a part of a team. A degree in Computer Science, Mathematics, Statistics, or related fields is preferred. If you have the qualifications we are looking for and are excited to be part of a high-performing team, we encourage you to apply!

According to JobzMall, the average salary range for a Front Office Risk Framework Quant Developer in New York, NY, USA is $100,000 to $150,000. This salary range can vary depending on experience, industry, and location.

Wells Fargo & Co. is a bank holding company that engages in the provision of banking, insurance, investments, mortgage, and consumer and commercial finance. It operates through the following segments: Community Banking, Wholesale Banking, and Wealth and Investment Management. The Community Banking segment offers investment management and other services to retail customers and securities brokerage and provides financial products and services to consumers and small businesses.