Securities Quantitative Analytics Associate

Wells Fargo is looking for an exceptional Associate Quant to join our Front Office Interest Rates / Macro team. This is a unique opportunity to work at the intersection of cutting‑edge quantitative research, model development, and front‑office trading support. In this role, you’ll help design and implement advanced models used for risk management, pricing, and trading across a range of interest rate products — from linear and non‑linear rates to structured products and IR/FX hybrids. You’ll work with sophisticated modelling frameworks including SABR, Cheyette, and Quadratic Gaussian models, with a strong focus on term‑structure and volatility modeling. You’ll also play a key part in a strategic initiative to build next‑generation, cross‑asset models integrated into a unified quantitative risk and trading platform. Expect close collaboration with traders, technology partners, and fellow quants across the organization. If you're passionate about quantitative finance, solving complex modeling challenges, and want to work in a dynamic front‑office environment we want to hear from you.