Front Office FX Quant, Wells Fargo

Wells Fargo

Location:
United States, New York ▼
Charlotte

Category:
Finance

Contract Type:
Employment contract

Salary:

173300.00 - 359900.00 USD / Year

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Job Description:

Our Corporate & Investment Banking Front Office Quantitative Model Development Team is working on a strategic buildout initiative. This strategic initiative will enhance our ability to partner and deliver excellent quality and service to our trading and sales partners as our platform continues to grow.

Job Responsibility:

Design, development, and implementation of quantitative models for FX and Non-USD Rates risk management, trading strategies, and pricing of FX and Non-USD Rates products
Participate in the analysis, design, implementation, testing, and delivery of derivative pricing and trading models for FX and Rates products
Effectively communicate and partner with Business Stakeholders, other Quant Teams, Technology, Risk, and Project Management
Deliver high-quality software and documentation
Work closely with the trading desk on short-term projects and support of existing models

Requirements:

7+ years of Securities Quantitative Analytics experience
7+ years of hands-on coding experience, C++ and Java are most relevant
7+ year experience working as a front office desk Quant for FX derivatives
Deep knowledge of FX markets and conventions, hedging practices, and calibration issues
Solid knowledge of financial mathematics, particularly, stochastic calculus, arbitrage, hedging, PDE, Monte-Carlo and other numerical methods
Team player, comfortable on a trading floor, with strong, clear and concise written and oral communication skills
PhD in quantitative field such as mathematics, statistics, engineering, physics or computer science

Nice to have:

Demonstrated experience in successfully collaborating with others in a change driven environment
Curious to keep up with market practices and recent developments on the pricing and regulatory fronts
Good intuitions on the models and the model results
Strong interest in financial markets and willingness to provide practical solutions for a trading desk

What we offer:

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

Additional Information:

Job Posted:
April 29, 2025

Expiration:
June 13, 2025

Employment Type:

Fulltime

Work Type:

On-site work

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Front Office FX Quant