Corporate Finance Derivatives Analyst
- Full-time
Company Description
Job Description
The Corporate Finance Group works with coverage and product partners in IBCM to provide strategic and tactical advice to medium and large-cap clients on a wide range of topics, including capital structure and hedging.
The NY-based position is part of a new unit dedicated to building and applying quantitative models to provide Wells Fargo Securities'''''''' corporate clients with strategic and tactical derivative hedging solutions. The analyst will execute advisory projects using existing VBA and Matlab based models. These models will be used to execute a wide variety of live projects which include but are not limited to the following:
• fixed/float mix
• swap portfolio optimization
• debt portfolio stress testing
• financial statement simulation
• asset/liability management.
The models support evaluating the impact of underlying exposures, funding and hedging strategies on corporate finance metrics such as cash flow, EPS volatility, and ratings. The analysis assists the bank’s derivative sales, debt capital markets and investment banking teams in enhancing client relationships and winning transactions. Projects will include interest rate derivatives, FX, commodities and equities.
Qualifications
Basic:
1+ years capital markets industry experience or 2+ years financial services industry experience
Minimum:
Undergraduate degree in engineering, math, physics, computer science or the equivalent
Expertise in programming with VBA and Matlab or the equivalent
Knowledge of fixed income and derivatives mathematics, optimization techniques, and Monte Carlo simulation
Strong communication skills
Great attention to detail and the ability to work under strict time pressure
Preferred:
Progress towards a CFA or knowledge of corporate finance a plus
Master’s degree in financial engineering, mathematics, computer science, physics or the equivalent
Additional Information
Salary: $60,000 - $116,100 USD
Bonus: NA
Relocation : No
Travel: NA
Additional Benefit Information:
Full Benefits Package - 401K
DISCLAIMER: The above statements are intended to describe the general nature and level of work being performed by individuals in, or assigned to, the above position and are not intended to be construed as an exhaustive list of all responsibilities, duties and skills required, and may be changed at the discretion of the Company.
Job Location - New York, NY