Hiring: Senior Lead Structured Products VaR Quant Company: Wells Fargo Location: New York, NY Job Posted Time: 2026-09-16 13:43:38 Employment Type: On-site Target Skills & Keywords : C++, Derivatives, Fixed Income, Python, Risk Management About the job Experience: •7+ years of Securities Quantitative Analytics, Quantitative Analytics, market risk model development, structured products analytics, financial engineering, or equivalent experience demonstrated through work experience, training, military experience, or education •7+ years of experience developing, implementing, or enhancing regulatory VaR models and related market risk analytics for fixed income, mortgages, securitized products, or derivatives, with demonstrated understanding of Basel 2.5, Basel III / Basel 3.0, FRTB, back testing, P&L attribution, and model governance expectations •7+ years of experience programming capability in Python, C++, or comparable production-oriented quantitative programming languages •7+ years of experience developing, implementing, validating, or supporting regulatory market risk models, including VaR, expected shortfall, stress testing, P&L attribution, pricing, OAS, or related risk analytics •5+ years of structured products analytics experience, preferably across RMBS, Agency and Non-Agency mortgages, CMBS, CLO, ABS, CRT, CMO, ARMs, or related securitized products Required Skills: •This role will lead the development, enhancement, implementation, and production readiness of regulatory Value at Risk (VaR) and related market risk models for Structured Products, including Agency and Non-Agency RMBS, Non-RMBS, and other securitized products. •In this role, you will Qualifications: •Master's degree or PhD in mathematics, statistics, engineering, physics, economics, finance, computer science, or a related quantitative discipline •Demonstrated ability to work constructively across business, model development, model validation, risk management, and technology teams. •Comprehensive expertise in Basel/FRTB market risk frameworks, regulatory VaR, backtesting, P&L attribution, empirical calibration, risk factor modeling, model monitoring, model governance, and validation expectations •Strong senior-level communication, documentation, and leadership skills, with ability to explain complex models, assumptions, limitations, controls, and results to Trading, Risk, Technology, Model Validation, Audit, senior management, and regulators •Demonstrated capacity to travel up to 10% of the time •Must be able to work on-site •This position is eligible for Visa sponsorship Compensation: •$215,000 - $355,000 / year Interested candidates, please apply directly through the job posting on company's career page or try via AI auto apply on this platform. Don't miss this opportunity to join a forward-thinking team!