Analyst, Macro Algorithmic Trading Strategist

Corporate & Investment Bank (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. We focus on our clients' overall financial needs, with consideration and respect for their total relationship with Wells Fargo. Markets provides solutions to clients with the means to manage their exposure through various derivatives, lending and cash products across Structured Products Group, Rates, Equities, Foreign Exchange, Municipal Products Group, Credit Sales & Trading. Wells Fargo is seeking an Analyst-level Macro Algorithmic Trading Strategist to join the Macro Strats team. This role provides a unique opportunity to work at the intersection of financial markets, software engineering, data science, and quantitative research. As part of a highly collaborative team, you will work alongside traders, quantitative strategists, and engineers to build tools, analyze data, automate processes, and help solve complex problems across the Macro business. You'll gain exposure to FX, Rates, and other Macro products while learning how sophisticated trading businesses leverage technology, data, and quantitative methods to make decisions and manage risk. Learn more about the career areas and lines of business at www.wellsfargojobs.com.

Work with traders, strategists, and engineers to understand business challenges and help develop technology and analytical solutions. Analyze market, trading, and operational data to identify trends, patterns, and opportunities for improvement. Contribute to the development of analytics, data tools, and algorithms used across the business. Assist in building and maintaining datasets, dashboards, and research tools. Support research projects related to trading, risk management, pricing, market behavior, and business performance. Participate in testing, validation, and continuous improvement of technology and quantitative solutions. Develop an understanding of financial markets, electronic trading, and quantitative techniques through hands-on experience and mentorship. Learn modern software development practices, development workflows, and production support processes.

6+ months of securities algorithmic trading experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education ​ Preferred Qualifications Bachelor's or Master's degree in Computer Science, Mathematics, Physics, Engineering, Statistics, Financial Engineering, Economics, or a related quantitative discipline. Internship, research, academic project, or work experience involving software development, data analysis, quantitative research, or financial markets. Experience in financial trade market. Solid foundation in mathematics, statistics, and data analysis. Excellent software development and coding skills. Strong programming skills in Python, Java, C++, or similar languages. Strong analytical and problem-solving abilities. Demonstrated ability to learn quickly and adapt to new technologies and concepts. Experience working with large datasets and data analysis tools. Exposure to machine learning, optimization, statistics, or computational methods. Job Expectations: This position is subject to FINRA background screening requirements. Candidates must successfully complete and pass a background check prior to hire. In accordance with FINRA rules, individuals who are subject to statutory disqualification are not eligible to be associated with a FINRA-registered broker-dealer. Successful candidates must also meet and comply with ongoing regulatory obligations, which include periodic screening and mandatory reporting of certain incidents. Specific compliance policies may apply regarding outside activities or personal investing; affected employees will be expected