Senior Quantitative Analyst

Location: Charlotte, NC, Hybrid, 3 Days Onsite About Company Agile Ventures is hiring for Wells Fargo & Company on this role and it is an American multinational financial services company. The company operates in 35 countries and serves more than 70 million customers worldwide. It is a systemically important financial institution according to the Financial Stability Board, and is considered one of the "Big Four Banks" in the United States, alongside JPMorgan Chase, Bank of America, and Citigroup. Job Overview We are seeking a Quantitative Analytics Specialist in Charlotte, NC with strong experience in counterparty credit risk, quantitative modeling, capital markets, and Python. The ideal candidate will have a strong quantitative background and hands-on experience developing, enhancing, and implementing counterparty credit risk models, particularly involving cross-margining and cross-product exposure methodologies. This role requires someone who can combine mathematical modeling, financial risk knowledge, and Python development to build scalable analytics solutions and improve existing risk models. Key Responsibilities Develop, enhance, and maintain counterparty credit risk models, with a focus on cross-margin methodologies. Design and implement cross-product exposure models covering derivatives, securities financing transactions, and other capital markets instruments. Perform mathematical derivations and validate model assumptions, methodologies, and outputs. Analyze model limitations, identify methodological gaps, and recommend enhancements. Implement quantitative models and analytics using Python. Develop robust and scalable solutions for large datasets and complex financial models. Optimize existing models and improve computational and data-processing performance. Perform model testing, validation, and quality checks. Follow software engineering best practices for testing, documentation, maintainability, and code quality. Collaborate with quantitative analysts, risk professionals, technology teams, and other stakeholders. Required Qualifications Bachelor's or Master's degree in Mathematics, Statistics, Finance, Engineering, Quantitative Finance, or a related quantitative discipline. Strong Python programming experience. Hands-on experience with Python libraries such as NumPy, Pandas, and SciPy. Understanding of Counterparty Credit Risk (CCR) concepts and quantitative risk modeling. Knowledge of cross-margining methodologies. Understanding of prime brokerage and capital markets products. Preferred Experience Candidates with experience in the following areas are highly desirable: #J-18808-Ljbffr