Quant Rates - Executive Director, Wells Fargo

Wells Fargo

Location:
United Kingdom, City of London

Category:
Finance

Contract Type:
Not provided

Salary:

Not provided

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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. Wells Fargo is seeking candidates for the role of Securities Quantitative Analytics Director, which is an Executive Director level role within the Corporate & Investment Banking organization (CIB). The successful candidate will be part of a team responsible for developing and implementing quantitative models and tools for Interest Rates risk management, trading, and pricing with focus on areas like forecasting, optimization, and risk mitigation. This is part of a strategic initiative to build new models that will be integrated into a holistic markets quantitative risk and trading platform. Specific work will be spearheaded by the Front Office Interest Rates quant group but will be integrated into a cross asset-class platform within CIB.

Job Responsibility:

Design, development, and implementation of quantitative models for interest rates risk management, trading strategies, and pricing of interest rates products
Develop, integrate, and deploy optimization-based curve construction in collaboration with other Quants, providing expertise in relevant software design, implementation, and performance optimization
Effectively communicate and partner with Business Stakeholders, other Quant Teams, Technology and Project Management
Deliver high-quality software and documentation following our standardized planning and Agile-based SDLC process
Support the trading desk with questions about deployed models
Proactively participate in complex software design & development activities within an Agile environment
Contribute to large-scale project planning, balancing short and long-term objectives
Use quantitative and advanced technologies to solve complex business problems
Meet deliverables while adhering to policies, procedures, and compliance requirements
Collaborate and consult with peers, colleagues, and project managers to resolve issues and achieve goals
Effectively communicate with and build consensus with all project stakeholders
Serve as a mentor for less experienced staff

Requirements:

Hands-on coding experience, C++ and Java are most relevant, with an emphasis on numerical optimization
Experience in derivative product and market experience in one or more of the following areas: rates and foreign exchange
Excellent verbal, written, and interpersonal communication skills
Experience with Rates products, both linear and no-linear, ideally in C++ and/or Java
Experience with Sales and Trading partners as a front office quant
Master's or higher degree or equivalent in computer science, computational finance, mathematics or similar technical fields
PhD degree or equivalent in computer science, computational finance, or mathematics

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

Additional Information:

Job Posted:
June 28, 2025

Expiration:
July 19, 2025

Employment Type:

Fulltime

Work Type:

On-site work

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Quant Rates - Executive Director