60 Investment Products jobs in the United States

Our client, a prestigious global investment firm with a strong presence in **Boston, Massachusetts, US**, is actively seeking a highly skilled Quantitative Analyst to join their sophisticated investment strategies team. This fully remote role offers an exceptional opportunity for individuals with a passion for data-driven financial modeling and algorithmic trading. The Quantitative Analyst will be instrumental in developing, backtesting, and implementing complex trading algorithms and quantitative investment strategies. You will leverage advanced statistical techniques, machine learning, and computational finance principles to identify market opportunities and manage risk effectively. Responsibilities include designing and validating predictive models, analyzing large datasets of financial market data, and performing rigorous performance attribution and risk analysis. Collaboration with portfolio managers, traders, and other quantitative researchers will be crucial to translate research into actionable trading strategies. The ideal candidate possesses exceptional programming skills in languages such as Python, R, or C++, coupled with a deep understanding of financial markets and instruments. A Ph.D. or Master's degree in a quantitative field (e.g., Mathematics, Statistics, Physics, Computer Science, Financial Engineering) is highly preferred. We are looking for a self-motivated, intellectually curious individual who thrives in a challenging, fast-paced, and research-intensive environment. The ability to communicate complex quantitative concepts clearly and concisely to both technical and non-technical audiences is essential. This role offers a significant impact on investment performance and provides ample opportunities for professional growth within a leading financial institution. Working remotely requires strong self-discipline and excellent virtual collaboration skills. Our client is committed to fostering a diverse and inclusive team where innovative thinking is valued. The work environment is highly analytical and focused on cutting-edge financial research and implementation. The role, while remote, is anchored in the firm's core operations and research driven by the **Boston, Massachusetts, US** financial hub.

Responsibilities:

• Develop, implement, and refine quantitative trading strategies and investment models.
• Conduct rigorous statistical and econometric analysis of financial market data.
• Design, backtest, and validate predictive models using machine learning and advanced statistical techniques.
• Perform research into new data sources and quantitative methodologies.
• Analyze portfolio performance, risk exposures, and conduct attribution analysis.
• Collaborate with portfolio managers and traders to integrate quantitative insights into investment decisions.
• Write clean, efficient, and well-documented code in Python, R, C++, or similar languages.
• Present research findings and strategy performance to senior management and investment committees.
• Monitor live trading strategies and identify areas for optimization.
• Stay abreast of academic research and industry trends in quantitative finance.

Qualifications:

• Master's degree or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Economics, Computer Science, or Financial Engineering.
• 5+ years of experience in quantitative research, financial modeling, or algorithmic trading.
• Proven expertise in statistical modeling, machine learning, and data analysis techniques.
• Strong programming skills in Python (with libraries like NumPy, Pandas, Scikit-learn), R, or C++.
• Deep understanding of financial markets, instruments, and trading strategies.
• Experience with large-scale data manipulation and database technologies.
• Excellent analytical, problem-solving, and critical thinking skills.
• Strong written and verbal communication skills, with the ability to articulate complex quantitative concepts.
• Ability to work independently and collaboratively in a remote, research-intensive environment.
• Experience with real-time trading systems is a plus.

Our client is a distinguished financial institution renowned for its innovative investment strategies and commitment to excellence. We are seeking a highly analytical and experienced Senior Quantitative Analyst to join our dynamic trading and investment strategies team in Grand Rapids, Michigan, US . This critical role involves developing, implementing, and refining sophisticated quantitative models and algorithms to drive investment decisions and enhance portfolio performance. You will work on complex financial modeling projects, conduct rigorous statistical analysis of market data, and contribute to the design of systematic trading strategies. A deep understanding of financial markets, econometrics, probability, and statistical modeling is paramount. Expertise in programming languages commonly used in quantitative finance, such as Python, R, or C++, is essential. You will collaborate closely with portfolio managers, traders, and risk managers, translating complex analytical findings into actionable investment insights. The ideal candidate will possess a proven track record of developing and deploying quantitative strategies in a professional setting. Strong problem-solving skills, meticulous attention to detail, and the ability to thrive in a fast-paced, results-oriented environment are crucial. Experience with large datasets, machine learning techniques, and risk management frameworks is highly desirable. This position offers an exciting opportunity to work at the forefront of financial innovation, contributing directly to the success of our investment products. The hybrid work model balances collaborative team dynamics with individual focus, ensuring optimal productivity and engagement. Join a team of leading financial experts dedicated to pushing the boundaries of quantitative finance.
Responsibilities:

• Develop, backtest, and implement quantitative trading strategies and models.
• Conduct in-depth statistical and econometric analysis of financial market data.
• Design and refine algorithms for portfolio optimization, risk management, and asset allocation.
• Collaborate with portfolio managers and traders to identify new investment opportunities.
• Perform research on advanced statistical techniques and machine learning applications in finance.
• Clean, process, and manage large financial datasets.
• Communicate complex analytical findings and recommendations to both technical and non-technical audiences.
• Contribute to the development and maintenance of the firm's quantitative research infrastructure.
• Monitor the performance of live strategies and make necessary adjustments.
• Ensure compliance with regulatory requirements and internal risk policies.
• Mentor junior quantitative analysts and contribute to the team's knowledge base.

Qualifications:

• Master's or Ph.D. in a quantitative field such as Finance, Economics, Mathematics, Statistics, or Computer Science.
• Minimum of 6 years of experience in quantitative analysis or portfolio management within the financial services industry.
• Strong proficiency in programming languages like Python, R, or C++.
• Expertise in statistical modeling, time series analysis, and econometrics.
• Experience with machine learning techniques applied to financial markets.
• Familiarity with financial data sources and trading platforms.
• Excellent analytical, problem-solving, and critical thinking skills.
• Strong written and verbal communication abilities.
• Experience working in a hybrid office environment.

Our client is a prestigious global investment bank with a strong presence in the financial markets, renowned for its sophisticated trading strategies and commitment to innovation. We are seeking an exceptionally talented Senior Quantitative Analyst to join our dynamic team in St. Louis, Missouri . This critical role involves developing, implementing, and validating complex mathematical models and algorithms for trading, risk management, and portfolio optimization across various asset classes. You will work closely with traders, portfolio managers, and risk officers to identify new quantitative trading opportunities and enhance existing strategies. The ideal candidate will possess a profound understanding of financial markets, stochastic calculus, statistical modeling, and advanced programming techniques. This position requires strong analytical and problem-solving skills, meticulous attention to detail, and the ability to communicate intricate technical concepts clearly and concisely to diverse audiences.

Key Responsibilities:

• Develop and implement quantitative models for pricing, hedging, and risk management of financial derivatives.
• Design and backtest new trading strategies based on statistical arbitrage, machine learning, and econometric models.
• Analyze large datasets to identify market inefficiencies and potential investment opportunities.
• Collaborate with front-office traders and portfolio managers to provide quantitative support and insights.
• Work with risk management teams to assess and monitor market, credit, and operational risks.
• Validate and maintain existing quantitative models, ensuring their accuracy and robustness.
• Develop efficient and robust code in languages such as Python, C++, or R for model implementation and data analysis.
• Stay current with advancements in financial engineering, quantitative finance, and relevant technologies.
• Document all model development, validation, and implementation processes thoroughly.
• Present research findings and strategy performance to senior management and investment committees.

Qualifications:

• Master's degree or Ph.D. in a quantitative field such as Financial Engineering, Mathematics, Physics, Computer Science, or Statistics.
• Minimum of 6 years of experience in quantitative analysis within the financial services industry.
• Proven experience in developing and implementing complex mathematical models for trading or risk management.
• Strong knowledge of financial markets, asset classes, and derivative instruments.
• Proficiency in programming languages like Python, C++, Java, or R, and experience with databases (SQL).
• Expertise in statistical modeling, time-series analysis, and machine learning techniques.
• Excellent analytical, problem-solving, and critical thinking skills.
• Strong written and verbal communication skills, with the ability to explain complex quantitative concepts.
• Ability to work effectively in a fast-paced, collaborative trading environment.

This hybrid role is based in our St. Louis, Missouri office, offering a highly competitive salary, bonus structure, and comprehensive benefits, along with significant opportunities for professional growth.

Our client, a leading financial institution, is seeking a highly analytical and innovative Senior Quantitative Analyst to join their esteemed team in Baltimore, Maryland, US . This role is critical in developing and implementing sophisticated quantitative models and strategies to support our diverse investment portfolios. You will work at the intersection of finance, mathematics, and computer science, leveraging advanced statistical techniques and data analysis to drive superior investment performance.

Key responsibilities include designing, backtesting, and deploying quantitative trading strategies across various asset classes. You will conduct rigorous statistical analysis of market data, identify patterns, and forecast future trends. This position requires extensive experience in developing risk management models, performance attribution systems, and portfolio optimization techniques. You will collaborate closely with portfolio managers and traders to provide data-driven insights and support strategic decision-making. The role involves extensive programming in languages such as Python, R, or C++, and proficiency with financial databases and analytical software is essential.

The ideal candidate will possess a Master's or Ph.D. in a quantitative field such as Finance, Economics, Mathematics, Statistics, or Computer Science. A minimum of 5 years of relevant experience in quantitative analysis, asset management, or hedge fund operations is required. Demonstrated expertise in statistical modeling, time series analysis, machine learning, and econometrics is crucial. Exceptional programming skills in Python or R, along with strong knowledge of SQL and experience with large datasets, are necessary. Excellent communication skills are required to articulate complex findings to both technical and non-technical audiences. A deep understanding of financial markets and various investment instruments is a significant advantage.

This is an unparalleled opportunity for a driven quantitative professional to contribute to a top-tier financial firm and advance their career in a challenging and rewarding environment. If you are passionate about applying advanced quantitative methods to financial markets, we invite you to apply.

Our client, a leading financial institution, is seeking a highly accomplished Principal Quantitative Analyst to join their sophisticated asset management division. This role is integral to the design, development, and implementation of innovative investment strategies and portfolio optimization techniques. The Principal Quant will leverage advanced statistical modeling, machine learning, and computational finance techniques to derive actionable insights from large datasets. You will be responsible for developing alpha-generating models, constructing robust risk management frameworks, and conducting rigorous backtesting and performance attribution analysis. The ideal candidate will possess a Ph.D. or Master's degree in a quantitative field such as Mathematics, Statistics, Physics, or Computer Science, coupled with substantial experience in quantitative finance. Expertise in programming languages like Python, R, C++, and SQL is essential, along with a deep understanding of financial markets and instruments. You will work closely with portfolio managers and traders to translate complex quantitative concepts into practical investment solutions. This position demands exceptional analytical rigor, creativity, and a passion for pushing the boundaries of financial modeling. As a fully remote position, you will need outstanding self-management skills and the ability to collaborate effectively with global teams through digital platforms. This is an unparalleled opportunity to impact investment performance at the highest level.

Responsibilities:

• Design, develop, and implement sophisticated quantitative investment strategies.
• Build and maintain statistical and machine learning models for asset allocation, risk management, and alpha generation.
• Conduct rigorous backtesting and performance analysis of investment strategies.
• Collaborate with portfolio managers and traders to translate quantitative research into actionable trading ideas.
• Analyze large financial datasets to identify market patterns and investment opportunities.
• Develop and implement advanced risk management techniques and models.
• Stay abreast of the latest advancements in quantitative finance, machine learning, and econometrics.
• Communicate complex quantitative concepts clearly to both technical and non-technical audiences.
• Contribute to the development of the firm's quantitative research infrastructure.
• Ensure compliance with regulatory requirements and internal policies.

Qualifications:

• Ph.D. or Master's degree in a quantitative discipline (e.g., Mathematics, Statistics, Physics, Computer Science, Financial Engineering).
• Minimum of 8 years of experience in quantitative analysis, portfolio management, or related roles within the financial services industry.
• Proven expertise in statistical modeling, time series analysis, and machine learning techniques.
• Proficiency in programming languages such as Python, R, C++, and SQL.
• Deep understanding of financial markets, asset classes, and investment instruments.
• Experience with financial modeling software and databases.
• Strong analytical, problem-solving, and research skills.
• Excellent written and verbal communication abilities, with experience presenting complex findings.
• Ability to work independently and excel in a remote, collaborative team environment.
• Demonstrated ability to innovate and contribute to cutting-edge quantitative research.

This is a fully remote role, offering the flexibility to work from anywhere while contributing to our core investment teams, with key reporting lines often connecting to our teams in Nashville, Tennessee, US .

Quantitative Investment Strategies Team

The Quantitative Investment Strategies team in Morgan Stanley Investment Research is a partner to our clients in all aspects related to systematic investment. The key responsibility of the team is to provide best-in-class research on all aspects of quantitative investment strategies including signal generation, portfolio construction and risk management. Research focuses on a broad range of strategies including academically motivated factor strategies as well as state-of-the-art alpha signals. Using advanced econometric and statistical techniques, the team researches strategies across all asset classes and monitors their performance on an ongoing basis. The team is closely integrated with the Quantitative Investment Strategies group in Morgan Stanley sales and trading.

About Morgan Stanley

Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services.

As a market leader, the talent and passion of our people is critical to our success. Together, we share a common set of values rooted in integrity, excellence, and strong team ethic. We can provide a superior foundation for building a professional career a place for people to learn, to achieve and grow. A philosophy that balances personal lifestyles, perspectives and needs is an important part of our culture.

What Will You Be Doing?

• Conduct independent research on quantitative investment strategies across all asset classes with a focus on volatility in macro assets and equities.
• Collaborate closely with sales and trading in the implementation of quantitative investment strategies.
• Work with clients on bespoke research to address specific questions around systematic investment solutions.
• Monitor researched quantitative investment strategies.
• Write research reports to summarize and market the research efforts of the team.
• Interact with clients to discuss the group's research and help with specific investment solutions.
• Follow the literature in the space of quantitative investment strategies.

What We're Looking For:

• Ph.D. or strong quantitative Master in natural sciences/Economics.
• Strong in statistics and Math's.
• Proven track record in using MATLAB, R, Python, C++, or comparable programming language to solve complex problems.
• Ability to build scalable and well-crafted codes.
• Experience in structuring is a plus.

Skills That Will Help You In The Role:

• Experience in research and development of systematic strategies in the volatility space in equity or macro assets is a requirement. This experience can cover alpha generation as well as hedging applications.
• Experience in the development of linear strategies in equities or macro asset classes is a plus.
• Ideally experience in econometrics (GARCH, SVM, Ridge regression, Neutral Networks, etc.).
• At least basic understanding of portfolio theory.
• Strong verbal and written communication.

What You Can Expect From Morgan Stanley:

We are committed to maintaining the first-class service and high standard of excellence that have defined Morgan Stanley for over 89 years. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren't just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. At Morgan Stanley, you'll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry. There's also ample opportunity to move about the business for those who show passion and grit in their work.

Expected base pay rates for the role will be between $150,000 and $00,000 per year for Associate, and between 225,000 and 250,000 per year for VP, at the commencement of employment. However, base pay if hired will be determined on an individualized basis and is only part of the total compensation package, which, depending on the position, may also include commission earnings, incentive compensation, discretionary bonuses, other short and long-term incentive packages, and other Morgan Stanley sponsored benefit programs.

Morgan Stanley's goal is to build and maintain a workforce that is diverse in experience and background but uniform in reflecting our standards of integrity and excellence. Consequently, our recruiting efforts reflect our desire to attract and retain the best and brightest from all talent pools. We want to be the first choice for prospective employees.

It is the policy of the Firm to ensure equal employment opportunity without discrimination or harassment on the basis of race, color, religion, creed, age, sex, sex stereotype, gender, gender identity or expression, transgender, sexual orientation, national origin, citizenship, disability, marital and civil partnership/union status, pregnancy, veteran or military service status, genetic information, or any other characteristic protected by law.

Morgan Stanley is an equal opportunity employer committed to diversifying its workforce (M/F/Disability/Vet).

Known for its unique entrepreneurial culture that values teamwork and transparency, Intrepid offers highly motivated individuals the opportunity to make meaningful contributions to client engagements and take on important leadership initiatives within the firm, resulting in a high level of job satisfaction while building a solid foundation for your career. Our culture values the development and well-being of our team-members and fosters strong camaraderie throughout the firm, resulting in what we believe is some of the highest retention rates in the industry.
Intrepid is a specialty investment bank and provides M&A, capital raising and strategic advisory services to entrepreneurs, family-owned companies, private equity sponsors and major corporations, through dedicated banking teams with deep industry sector experience and over three decades of experience. The firm is based in Los Angeles, with additional offices in San Francisco, New York, Chicago, and Charlotte. Intrepid is the middle-market advisory arm of Mitsubishi UFJ Financial Group (NYSE: MUFG), one of the largest financial groups in the world.
The selected colleague will work at an MUFG office or client sites four days per week and work remotely one day. A member of our recruitment team will provide more details.
Intrepid Investment Bankers is expanding nationally and seeking to hire talented and experienced professionals at the Associate level in our Beauty, Personal Care & Wellness Group.
**Responsibilities** :
+ Organizing, reviewing, and analyzing due diligence processes and materials
+ Developing valuation analyses and models (projections, LBO, DCF, public comparable, historical M&A transactions, etc.)
+ Preparing comprehensive pitchbooks, information memoranda, management presentations and marketing materials
+ Compiling prospective acquirer lists and contacting acquirers
+ Performing key steps in the sale execution process
+ Supporting senior bankers in establishing relationships and maintaining direct contact with current and prospective clients
+ Interacting with senior bankers to help build the firm (training, recruiting, mentoring, etc.)
**Skills & Experience:**
+ Minimum of two years of sell-side M&A advisory and investment banking experience (with record of completed transactions from pitch to close in in the Consumer Products sector)
+ Outstanding academic credentials from a top tier school
+ Demonstrated critical thinking, process oriented, and strong attention to detail
+ Excellent written and oral communications skills
+ Highly proficient financial analysis and modeling skills
+ Proactive, results oriented, can-do attitude, team player
+ Self-starter willing to work in an entrepreneurial, demanding, and fast-paced environment
+ Significant level of maturity and the ability to work collaboratively as part of a small team
+ Proficiency with S&P Capital IQ, Pitchbook, Salesforce CRM and online data room platforms
+ FINRA Series 7, 63 or 79 license
**Compensation & Benefits:**
The typical base pay for this role is $170K. Depending on corporate title, role in the transaction, productivity, and type of incentive payout, participants can be eligible for compensation that includes a guaranteed salary against the variable incentive amount, that can range up to 25% per transaction, subject to final approval by the CEO of Intrepid. Additionally, our Total Rewards program provides colleagues with a competitive benefits package (in accordance with the eligibility requirements and respective terms of each) that includes comprehensive health and wellness benefits, retirement plans, educational assistance and training programs, income replacement for qualified employees with disabilities, paid maternity and parental bonding leave, and paid vacation, sick days, and holidays. For more information on our Total Rewards package, please click the link below.
MUFG Benefits Summary ( above statements are intended to describe the general nature and level of work being performed. They are not intended to be construed as an exhaustive list of all responsibilities duties and skills required of personnel so classified.
We will consider for employment all qualified applicants, including those with criminal histories, in a manner consistent with the requirements of applicable state and local laws (including (i) the San Francisco Fair Chance Ordinance, (ii) the City of Los Angeles' Fair Chance Initiative for Hiring Ordinance, (iii) the Los Angeles County Fair Chance Ordinance, and (iv) the California Fair Chance Act) to the extent that (a) an applicant is not subject to a statutory disqualification pursuant to Section 3(a)(39) of the Securities and Exchange Act of 1934 or Section 8a(2) or 8a(3) of the Commodity Exchange Act, and (b) they do not conflict with the background screening requirements of the Financial Industry Regulatory Authority (FINRA) and the National Futures Association (NFA). The major responsibilities listed above are the material job duties of this role for which the Company reasonably believes that criminal history may have a direct, adverse and negative relationship potentially resulting in the withdrawal of conditional offer of employment, if any.
We are proud to be an Equal Opportunity Employer and committed to leveraging the diverse backgrounds, perspectives and experience of our workforce to create opportunities for our colleagues and our business. We do not discriminate on the basis of race, color, national origin, religion, gender expression, gender identity, sex, age, ancestry, marital status, protected veteran and military status, disability, medical condition, sexual orientation, genetic information, or any other status of an individual or that individual's associates or relatives that is protected under applicable federal, state, or local law.
At MUFG, our colleagues are our greatest assets. Our Culture Principles provide a roadmap for how each of our colleagues must think and act to become more client-obsessed, inclusive and innovative. They reflect who we are, who we want to be and what we expect from one another. We are excited to see you take the next step in exploring a career with us and encourage you to spend more time reviewing them!
**Our Culture Principles**
+ Client Centric
+ People Focused
+ Listen Up. Speak Up.
+ Innovate & Simplify
+ Own & Execute

**About this role:**
The Industrials Investment Banking team at Wells Fargo is seeking a talented and experienced Vice President Investment Banker to play a pivotal role in the growth of our business. This banker will directly support our Building Products vertical.
**In this role, you will:**
+ The Vice President will be responsible for independently working with clients and handling complex transactions.
+ A successful candidate will have well-developed knowledge of products and services, marketplace, and clients (ideally with familiarity of clients within industrial services). This position will be directly involved in the origination, structuring, and execution of Corporate and Investment Banking products and services for existing clients and prospects.
+ The Vice President will assist in delivering the full range of products and services to clients through formulating financial strategy and policy with clients at the executive management level, managing client relationships, and executing mandated assignments in public and private equity, M&A, loan and high yield and convertible securities transactions.
+ The position requires a high level of initiative and the ability to work within a fast-paced team environment. You must bring strong organizational skills and the ability to manage multiple projects simultaneously. Precise attention to detail is essential. You must demonstrate a habit of learning and mastering complex material and a practiced ability to communicate the same.
**Required Qualifications:**
+ 5+ years of Investment Banking experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
**Desired Qualifications:**
+ Experience in the Industrials industry
+ Experience in building products is a plus
+ Excellent verbal, written, and interpersonal communication skills
+ Strong track record of originating and executing M&A and capital markets transactions
+ Ability to lead junior staff
+ Highly developed writing skills
+ A high level of proficiency in Microsoft Office applications, particularly Excel, Word, and PowerPoint
+ Ability to make timely and independent judgment decisions while working in a fast-paced and results-driven environment
+ Knowledge and understanding of business development: business vision, strategies, and goals
**Job Expectations:**
+ Registration for Securities Industry Essentials (SIE) exam must be completed within 90 days of hire date if it is not available for transfer upon hire. FINRA recognized equivalents will be accepted
+ Registration for FINRA Series 63 (or 66) must be completed within 90 days of hire date if it is not available for transfer upon hire. FINRA recognized equivalents will be accepted
+ Registration for FINRA Series 79 must be completed within 90 days of hire date if it is not available for transfer upon hire. FINRA recognized equivalents will be accepted
+ Ability to travel up to 50% of the time
+ This position is subject to FINRA Background Screening Requirements, including successful completion and clearing of a background check. Internal transfers are subject to compliance with 17 CFR 240.17f-2 of the Securities Exchange Act of 1934 and FINRA Bylaws, Article III, Section 3, which states that Associated Persons should not be subject to statutory disqualification. Successful candidates must also meet ongoing regulatory requirements including additional screening and are required to report certain incidents.
+ Specific compliance policies may apply regarding outside activities or personal investing; affected employees will be expected to provide information to the Wells Fargo Personal Account Dealing Team and abide by applicable policy requirements if hired. Information will be shared about expectations during the recruitment process.
**Posting Location:**
+ Charlotte, NC
+ New York City
**Base Pay:**
+ Base pay range for this position in New York City is 250,000.00 USD
+ May be considered for a discretionary bonus, Restricted Share Rights or other long-term incentive awards
**Pay Range**
Reflected is the base pay range offered for this position. Pay may vary depending on factors including but not limited to achievements, skills, experience, or work location. The range listed is just one component of the compensation package offered to candidates.
$185,000.00 - $300,000.00
**Benefits**
Wells Fargo provides eligible employees with a comprehensive set of benefits, many of which are listed below. Visit Benefits - Wells Fargo Jobs ( for an overview of the following benefit plans and programs offered to employees.
+ Health benefits
+ 401(k) Plan
+ Paid time off
+ Disability benefits
+ Life insurance, critical illness insurance, and accident insurance
+ Parental leave
+ Critical caregiving leave
+ Discounts and savings
+ Commuter benefits
+ Tuition reimbursement
+ Scholarships for dependent children
+ Adoption reimbursement
**Posting End Date:**
10 Sep 2025
*** **_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.
**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.
**Req Number:** R-

**About this role:**
The Industrials Investment Banking team at Wells Fargo is seeking a talented and experienced Vice President Investment Banker to play a pivotal role in the growth of our business. This banker will directly support our Building Products vertical.
**In this role, you will:**
+ The Vice President will be responsible for independently working with clients and handling complex transactions.
+ A successful candidate will have well-developed knowledge of products and services, marketplace, and clients (ideally with familiarity of clients within industrial services). This position will be directly involved in the origination, structuring, and execution of Corporate and Investment Banking products and services for existing clients and prospects.
+ The Vice President will assist in delivering the full range of products and services to clients through formulating financial strategy and policy with clients at the executive management level, managing client relationships, and executing mandated assignments in public and private equity, M&A, loan and high yield and convertible securities transactions.
+ The position requires a high level of initiative and the ability to work within a fast-paced team environment. You must bring strong organizational skills and the ability to manage multiple projects simultaneously. Precise attention to detail is essential. You must demonstrate a habit of learning and mastering complex material and a practiced ability to communicate the same.
**Required Qualifications:**
+ 5+ years of Investment Banking experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
**Desired Qualifications:**
+ Experience in the Industrials industry
+ Experience in building products is a plus
+ Excellent verbal, written, and interpersonal communication skills
+ Strong track record of originating and executing M&A and capital markets transactions
+ Ability to lead junior staff
+ Highly developed writing skills
+ A high level of proficiency in Microsoft Office applications, particularly Excel, Word, and PowerPoint
+ Ability to make timely and independent judgment decisions while working in a fast-paced and results-driven environment
+ Knowledge and understanding of business development: business vision, strategies, and goals
**Job Expectations:**
+ Registration for Securities Industry Essentials (SIE) exam must be completed within 90 days of hire date if it is not available for transfer upon hire. FINRA recognized equivalents will be accepted
+ Registration for FINRA Series 63 (or 66) must be completed within 90 days of hire date if it is not available for transfer upon hire. FINRA recognized equivalents will be accepted
+ Registration for FINRA Series 79 must be completed within 90 days of hire date if it is not available for transfer upon hire. FINRA recognized equivalents will be accepted
+ Ability to travel up to 50% of the time
+ This position is subject to FINRA Background Screening Requirements, including successful completion and clearing of a background check. Internal transfers are subject to compliance with 17 CFR 240.17f-2 of the Securities Exchange Act of 1934 and FINRA Bylaws, Article III, Section 3, which states that Associated Persons should not be subject to statutory disqualification. Successful candidates must also meet ongoing regulatory requirements including additional screening and are required to report certain incidents.
+ Specific compliance policies may apply regarding outside activities or personal investing; affected employees will be expected to provide information to the Wells Fargo Personal Account Dealing Team and abide by applicable policy requirements if hired. Information will be shared about expectations during the recruitment process.
**Posting Location:**
+ Charlotte, NC
+ New York City
**Base Pay:**
+ Base pay range for this position in New York City is 250,000.00 USD
+ May be considered for a discretionary bonus, Restricted Share Rights or other long-term incentive awards
**Pay Range**
Reflected is the base pay range offered for this position. Pay may vary depending on factors including but not limited to achievements, skills, experience, or work location. The range listed is just one component of the compensation package offered to candidates.
$185,000.00 - $300,000.00
**Benefits**
Wells Fargo provides eligible employees with a comprehensive set of benefits, many of which are listed below. Visit Benefits - Wells Fargo Jobs ( for an overview of the following benefit plans and programs offered to employees.
+ Health benefits
+ 401(k) Plan
+ Paid time off
+ Disability benefits
+ Life insurance, critical illness insurance, and accident insurance
+ Parental leave
+ Critical caregiving leave
+ Discounts and savings
+ Commuter benefits
+ Tuition reimbursement
+ Scholarships for dependent children
+ Adoption reimbursement
**Posting End Date:**
10 Sep 2025
*** **_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.
**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.
**Req Number:** R-