quantitative modeler

Wells Fargo

<div>About this role: 
 
Wells Fargo is seeking a Senior Securities Quantitative Analytics Specialist who will be responsible for performing complex activities related to the design, development, validation, implementation, documentation, and ongoing maintenance of securities quantitative models for Pricing/Risk that offers insights and recommendations on portfolio performance for the front office team. Utilizes advanced mathematical skills and programming to create and validate analysis 
 
Corporate &amp; Investment Banking (CIB) delivers a comprehensive suite of banking, capital markets and advisory solutions, including a full complement of sales, trading and research capabilities, to corporate, government and institutional clients. The Markets vertical is an integral part of CIB. The Model Development and Maintenance (MDM) team is an extension of the US Front Office team and works with the global quants team to develop and monitor models. The team works in various asset classes such as Interest Rate, Credit, Equity, Commodity, FX and XVA on models that are used for pricing, risk management and stress testing 
 
In this role, you will:<ul><li>
Lead or participate in moderately complex initiatives and deliverables within Securities Quantitative Analytics</li><li>
Contribute to large-scale departmental planning</li><li>
Combine mathematical programming and market expertise to build and generate systematic strategies</li><li>
Review and analyze moderately complex business, operational, or technical challenges within Securities Quantitative Analytics that require an in-depth evaluation of variable factors</li><li>
Use quantitative and technological techniques to solve complex business problems</li><li>
Conduct research on trading cost models, liquidity models, risk models, portfolio construction methodology, and signal generation</li><li>
Resolve moderately complex issues independently</li><li>
Lead team to meet deliverables while leveraging solid understanding of Securities Quantitative Analytics policies, procedures, and compliance requirements</li><li>
Collaborate and consult with peers, colleagues, and mid-level managers to resolve issues and achieve goals</li><li>
Lead projects, teams, or serve as a mentor for less experienced staff</li><li>
Play an integral role to the trading floor</li><li>
Combine mathematical programming and market expertise, to build and generate systematic strategies</li><li>
Lead the strategy and resolution of highly complex and unique challenges requiring in-depth evaluation across multiple areas companywide</li><li>
Deliver solutions that are long-term, large-scale and require vision, creativity, innovation, advanced analytical and inductive thinking, and coordination of highly complex activities and guidance to others</li><li>
Use quantitative and technological techniques to solve complex business problems</li><li>
Conduct research on trading cost models, liquidity models, risk models, portfolio construction methodology, and signal generation</li><li>
Develop cutting-edge derivative pricing models and empirical models, to provide insight into market behavior</li><li>
Engage with all levels of professionals and managers companywide and serve as an expert advisor to leadership</li><li>
Work constructively in collaboration with business, model development, model validation, and information technology</li><li>
Lead or participate in moderately complex initiatives and deliverables within Securities Quantitative Analytics</li><li>
Combine mathematical programming and market expertise to build and generate systematic strategies</li><li>
Review and analyze moderately complex business, operational, or technical challenges within Securities Quantitative Analytics that require an in-depth evaluation of variable factors</li><li>
Use quantitative and technological techniques to solve complex business problems</li><li>
Conduct research on trading cost models, liquidity models, risk models, portfolio construction methodology, and signal generation</li><li>
Resolve moderately complex issues independently</li><li>
Collaborate and consult with peers, colleagues, and mid-level managers to resolve issues and achieve goals</li><li>
Play an integral role to the trading floor by partnering and enabling advanced analytics</li></ul>
Required Qualifications:<ul><li>
4+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education</li></ul>
Desired Qualifications:<ul><li>
Partner with the trading desk in daily tasks such as model calibration and pricing/risk management issues and strategies</li><li>
This role might involve working with Traders in APAC during trading hours</li><li>
Work in our quant library, contributing to our modeling efforts, and providing expertise on implementation issues</li><li>
Produce high quality model documents that satisfy model validation and regulatory requests</li><li>
Collaborate with and support Front office Trading, Technology Partners, and Model Validation/Governance teams.</li><li>
Participating in model development and deployment</li><li>
Testing and documentation</li><li>
Participating in unit testing, large scale Quant testing, pre-integration testing, integration testing, regression testing and UAT</li><li>
Checking the consistency and accuracy of quantitative models</li><li>
Testing tools and testing (partial) automation</li><li>
Developing testing scripts and automation scripts, e.g., for the Quant testing framework</li><li>
Participation in issue resolution</li><li>
Debugging case preparation (to produce isolated cases to demonstrate the issues) for the US Quants or the traders</li><li>
Debug and conclude data issues/model input issues</li><li>
Producing high quality model documentation</li><li>
Participating in the creation, execution and development of Front Office test plans</li><li>
Participation in the creation, execution and development of model monitoring plans</li><li>
Writing code (in Python, C++, etc.) and refactoring code</li><li>
Actively participating and contributing in team discussions on project specific areas/assignments</li><li>
Maintaining proper documentation of all processes and keeping the code up to date</li><li>
Answering ad hoc questions from various stakeholders including US Front Office Quants, populating templates or creating new reports/extracts as requested by stakeholders</li><li>
Play an integral role to the trading floor</li></ul>
Job Expectations:<ul><li>
A master's or PhD in a quantitative field such as math, statistics, engineering, physics, economics, computer sciences, etc., with exposure to stochastic calculus.</li><li>
4+ years of experience in Securities Quantitative Analytics model development in Interest Rate Derivatives , or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education</li><li>
Good verbal, written, presentation and interpersonal communication skills</li><li>
Hands-on experience in programming in, e.g., Python/Java or C++</li><li>
Knowledge or experience in derivatives Quant models for, e.g., interest rate derivatives or FX derivatives or XVA</li><li>
Ability to learn quickly and work collaboratively within a team in a dynamic and fast-paced environment with multiple responsibilities but still following strict deadlines</li><li>
Good writing skills for technical/mathematical documents, e.g., LaTeX and other word processing programs</li><li>
Candidates are expected to demonstrate proficiency in AI tools and other emerging technologies to drive innovation and efficiency</li><li>
Bring thought leadership and execution through collaboration and innovation</li><li>
Be proactive and conduct various initiatives by operating at an executive lev</li></ul>
Posting End Date:
 
2 Jan 2026 
*Job posting may come down early due to volume of applicants.
 
 
We Value Equal Opportunity 
 
Wells Fargo is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other legally protected characteristic. 
 
Employees support our focus on building strong customer relationships balanced with a strong risk mitigating and compliance-driven culture which firmly establishes those disciplines as critical to the success of our customers and company. They are accountable for execution of all applicable risk programs (Credit, Market, Financial Crimes, Operational, Regulatory Compliance), which includes effectively following and adhering to applicable Wells Fargo policies and procedures, appropriately fulfilling risk and compliance obligations, timely and effective escalation and remediation of issues, and making sound risk decisions. There is emphasis on proactive monitoring, governance, risk identification and escalation, as well as making sound risk decisions commensurate with the business unit's risk appetite and all risk and compliance program requirements. 
 
Candidates applying to job openings posted in Canada: Applications for employment are encouraged from all qualified candidates, including women, persons with disabilities, aboriginal peoples and visible minorities. Accommodation for applicants with disabilities is available upon request in connection with the recruitment process. 
 
Applicants with Disabilities 
 
To request a medical accommodation during the application or interview process, visit Disability Inclusion at Wells Fargo . 
 
Drug and Alcohol Policy 
 
Wells Fargo maintains a drug free workplace. Please see our Drug and Alcohol Policy to learn more. 
 
Wells Fargo Recruitment and Hiring Requirements: 
 
a. Third-Party recordings are prohibited unless authorized by Wells Fargo. 
 
b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process.</div>

Sr.AVP - Quant Rates Model development

Farm Credit East

Description/Job Summary
 Join a team focused on the success of our customers, the success of our communities, and the success of each other. Farm Credit East (FCE) is the leading provider of loans and farm advisory services to farm, forest product, fishing, and other agricultural business owners across the northeast with $14 billion in total loan volume and $29 million in annual financial services revenue from 18,000 customers across our 8-state territory. We are One Team Working Together with a focus on our five pillars: Outstanding Customer and Employee Experience, Quality Growth, Operational Excellence, Commitment to our Communities, and Protecting Customer Information.
 
The Quantitative Risk Analyst , you will be a key contributor to Farm Credit East's risk modeling, forecasting, and decision modeling efforts. The successful candidate will utilize quantitative and qualitative modeling techniques, statistical analyses, and various analytics tools to provide actionable information to aid in decision making.
 
The value drivers for this role are as follows: Strategic Modeling: Develop and maintain robust risk models and forecasts that inform decisions by the Executive Leadership Team and Board. Data-Driven Growth: Partner with business lines to leverage analytics for growth, profitability, and operational excellence. Innovation: Champion the responsible adoption of AI and machine learning in risk management and analytics processes.
 
Come join a collaborative, customer-focused team at Farm Credit East!
 
Duties and Responsibilities: 
Modeling and Forecasting Develop, document, and deploy quantitative models for credit risk and capital management (CECL, stress testing, economic capital) and automated credit decision models. Communicate complex modeling concepts clearly to technical and non-technical audiences. Work across business lines to develop and execute analytics use cases that will drive operational excellence, generate growth opportunities, and/or enhance the customer and employee experience.
 Cross-functional Collaboration Partner with risk, finance, and business operations to align modeling initiatives with strategic goals. Collaborate with business units to identify analytics use cases and opportunities for applying quantitative modeling techniques to address business challenges and opportunities. Work with the data team to ensure governance and data quality and to build data pipelines for production models.
 Model Development Lifecycle Document model development and testing in accordance with Model Risk Management guidelines. Represent model development during internal and/or external model validations and audits. Oversee the implementation and monitoring of models in production environments. Develop and implement sound change controls around production models and develop appropriate model monitoring metrics.
 Job Qualifications and Requirements: Bachelor's degree in quantitative field such as Mathematics, Statistics, Economics, Finance, or related discipline. Advanced degree (Master’s or PhD), while not required, will be looked upon favorably. 3+ years of experience in quantitative modeling, risk analytics, or data science, with a strong background in credit risk modeling, CECL, and stress testing. Proficiency in R, Python, or SAS; experience with AI/ML techniques. Strong communication skills to translate complex concepts for diverse audiences. Ability to influence stakeholders and drive cross-functional collaboration. We offer hybrid work options after two weeks of employment with Farm Credit East. Hybrid work options are determined based on job role and balancing the needs of the customers, the team, and individual work performance. This will be reviewed based on manager discretion.
 
Compensation and Benefits: Salary Range: $75,000 to $125,000 commensurate with experience Short-Term Incentive to reward business results Retirement Contributions : 401k match up to 6% of salary; or for those unable to take full advantage of the 401(k) match, verified student loan payments may qualify for an employer match in your 401(k) up to 6% of salary Defined Contribution retirement plan funded at 2-9% of salary depending on years of service Time Off: 15-25 days of vacation leave per year, depending on years of service 12 days of holiday leave per year 7.5 days of sick leave in your first year, followed by 12 days of sick leave per year thereafter; unlimited rollover of unused sick leave year to year Paid Parental Leave: Up to 80 hours of paid leave for birthing, non-birthing, and adoptive parents Family Care Leave: Additional leave options available under FMLA and company policy Health and Insurance: Comprehensive medical, dental, and vision plans, including preventive care and wellness programs to support your overall health and well-being Health Savings Account Life insurance at 2x base pay Accidental Death and Dismemberment insurance at 2x base pay Long-term disability insurance at 2/3 base pay Additional Benefits: Tuition reimbursement Continuing education and training Employee Assistance Program offering a wide variety of tools and resources Benefits Eligibility: Eligibility Begins: First of the month following your hire date Eligible Employees: Full-time employees working 30+ hours per week; Part-Time employees working 20+ hours per week.
 
Farm Credit East is an Equal Opportunity Employer. As an Equal Opportunity Employer, we do not discriminate on the basis of race, color, religion, national origin, sex, sexual orientation, gender identity or expression, age, marital status, parental status, political affiliation, disability status, protected veteran status, genetic information or any other status protected by federal, state or local law. It is our goal to make employment decisions that further the principle of equal employment opportunity by utilizing objective standards based upon an individual's qualifications for a specific job opening. In compliance with the Americans with Disabilities Act (“ADA”), if you have a disability and would like a reasonable accommodation in order to apply for a position with Farm Credit East, please call 1-800-562-2235 or e-mail FarmCreditCareers@farmcrediteast.com .

Quantitative Risk Analyst

<div>About this role: 
 
Wells Fargo is seeking a Senior Quantitative Analytics Specialist to join our Data Strategy team. This role combines advanced quantitative modeling with technology-driven solutions to support valuation, risk management, and strategic analytics across markets. 
 
In this role, you will:<ul><li>
Perform highly complex activities related to creation, implementation, and documentation</li><li>
Use highly complex statistical theory to quantify, analyze and manage markets</li><li>
Forecast losses and compute capital requirements providing insights, regarding a wide array of business initiatives</li><li>
Utilize structured securities and provide expertise on theory and mathematics behind the data</li><li>
Manage market, credit, and operational risks to forecast losses and compute capital requirements</li><li>
Participate in the discussion related to analytical strategies, modeling and forecasting methods</li><li>
Identify structure to influence global assessments, inclusive of technical, audit and market perspectives</li><li>
Collaborate and consult with regulators, auditors and individuals that are technically oriented and have excellent communication skills</li><li>
Design, implement, and document complex quantitative models and data solutions.</li><li>
Apply advanced statistical and mathematical techniques to analyze markets, forecast losses, and compute capital requirements.</li><li>
Develop and enhance pricing and risk analytics libraries, integrating diverse data sources.</li><li>
Perform sensitivity analysis, Greeks computation, stress testing, and scenario analysis for portfolio risk and capital adequacy.</li><li>
Conduct root-cause analysis on data issues and drive remediation using Python and Java.</li><li>
Partner with technology teams to improve strategic valuation, risk, and market data platforms.</li><li>
Deliver high-quality software and documentation within an Agile SDLC environment.</li><li>
Collaborate with regulators, auditors, and technical stakeholders to ensure compliance and transparency.</li></ul>
Required Qualifications:<ul><li>
4+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education</li><li>
Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science</li></ul>
Desired Qualifications:<ul><li>
Strong understanding of market risk metrics (VaR, Stress VaR, Expected Shortfall) and PnL methodologies (Full Reval vs Greek-Based).</li><li>
Proficiency in sensitivity analysis, Greeks computation, and PnL attribution.</li><li>
Hands-on experience with Python and Java.</li><li>
Ability to design and prototype automated solutions for data strategy and operational efficiency.</li><li>
Ability to interface with various businesses like credit derivatives and understand their data / modelling requirements.</li><li>
Experience with stress testing, scenario analysis, and capital adequacy frameworks.</li><li>
Strong analytical and problem-solving skills with attention to detail.</li><li>
Familiarity with Agile development practices and enterprise-scale software platforms.</li><li>
Excellent communication and collaboration skills across technical and business teams</li></ul>
Job Expectations:<ul><li>
Drive projects from inception to delivery using quantitative and technological techniques.</li><li>
Demonstrate coding experience and ability to work with large datasets.</li><li>
Ensure compliance with policies and regulatory requirements while meeting deliverables.</li><li>
Interest or experience in quantitative finance and risk analytics.</li></ul>
Posting End Date:
 
2 Jan 2026 
*Job posting may come down early due to volume of applicants.
 
 
We Value Equal Opportunity 
 
Wells Fargo is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other legally protected characteristic. 
 
Employees support our focus on building strong customer relationships balanced with a strong risk mitigating and compliance-driven culture which firmly establishes those disciplines as critical to the success of our customers and company. They are accountable for execution of all applicable risk programs (Credit, Market, Financial Crimes, Operational, Regulatory Compliance), which includes effectively following and adhering to applicable Wells Fargo policies and procedures, appropriately fulfilling risk and compliance obligations, timely and effective escalation and remediation of issues, and making sound risk decisions. There is emphasis on proactive monitoring, governance, risk identification and escalation, as well as making sound risk decisions commensurate with the business unit's risk appetite and all risk and compliance program requirements. 
 
Candidates applying to job openings posted in Canada: Applications for employment are encouraged from all qualified candidates, including women, persons with disabilities, aboriginal peoples and visible minorities. Accommodation for applicants with disabilities is available upon request in connection with the recruitment process. 
 
Applicants with Disabilities 
 
To request a medical accommodation during the application or interview process, visit Disability Inclusion at Wells Fargo . 
 
Drug and Alcohol Policy 
 
Wells Fargo maintains a drug free workplace. Please see our Drug and Alcohol Policy to learn more. 
 
Wells Fargo Recruitment and Hiring Requirements: 
 
a. Third-Party recordings are prohibited unless authorized by Wells Fargo. 
 
b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process.</div>

Sr.AVP- Data Strategy

BIMAX Engineering Specialists

Position OverviewThe BIM Modeler-ID is a skilled professional with experience in creating and managing Building Information Models (BIM) for ID projects. This role involves collaborating with architects, engineers, and other project team members to develop accurate and detailed BIM models that encompass ID components. The BIM Modeler plays a crucial role in ensuring the integration of design disciplines and the production of high-quality BIM deliverables.Note: only candidates with relevant work experienceJob Type: Full-timePay: AED3,000.00 - AED4,000.00 per monthEducation:<ul><li>Diploma (Preferred)</li></ul>Experience:<ul><li>BIM Modeler: 4 years (Required)</li></ul>

BIM Modeler-ID (3-5 yrs Experience )

Steadfast International Human Resource

Job Title: ID BIM Modeler (Expert)Location: DubaiJob Type: Permanent | Full-timeJob Description: We are looking for an Expert ID BIM Modeler to join our team in Dubai on a permanent basis. The candidate should have strong expertise in interior design BIM modeling and be capable of delivering high-quality detailed models and drawings. Online/Offline interviewRequirements:<ul><li>Minimum 3+ years of experience as an ID BIM Modeler</li><li>Expert-level proficiency in Revit (Interior Design)</li><li>Ability to prepare detailed drawings, schedules, and coordinated BIM models</li><li>Good understanding of project standards and timelines</li></ul>Location: Dubai Employment Type: PermanentJob Type: Full-timePay: Up to AED7,000.00 per month

BIM Modeler (Interior Designing Expert)

T S J CONTRACTING LLC

<ul><li>BIM ARCHTECHURE MODELER</li></ul>Requirements 3-5 years experience Skill Set Experience in Revit SoftwarePosition: BIM Architectural Modeler Qualifications: Diploma/Degree in Engineering with 5-8 years of experience as a BIM Modeler. GCC project experience is a must.Skills: 1.Proficient in BIM software such as Revit, AutoCAD, and Navisworks.2.Strong knowledge of BIM standards, workflows, and coordination between different disciplines.3.Should be familiar with Dubai Building Codes, Dubai Municipality &amp; Dubai Civil Defense standards.4. Able to deliver high-quality BIM models, and shop drawings efficiently and on schedule.Location: UAE. Preference for immediate joiners. Please submit your application through the link below. We'll reach out to shortlisted candidates.https://forms.gle/RzXeuSBEjyV2mVfr8Job Type: Full-timePay: AED7,000.00 per month

Architecture BIM modeler

Flytec technical services llc

We are looking for the following designations for Dubai projects.1.Mechanical BIM Modeler and2.Electrical BIM ModelerCandidate must have minimum 03 years of GCC project Experience.Candidate must be in UAE.Strong MEP background knowledge required.Immediate joiners please share the updated CV to hr.flytec@gmail.comJob Type: Full-timePay: AED5,000.00 - AED7,000.00 per month

Electrical & Mechanical BIM Modeler

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