This list contains only the countries for which job offers have been published in the selected language (e.g., in the French version, only job offers written in French are displayed, and in the English version, only those in English).
Wells Fargo is seeking a Vice President, Interest Rates Quant Developer to join the Corporate & Investment Banking (CIB) organization. This role sits within a front‑office quantitative team responsible for developing and enhancing advanced models and tools supporting the pricing, risk management, and trading of interest rate products across linear and non‑linear markets. The successful candidate will contribute to a strategic, firm‑wide initiative to build a next‑generation, cross‑asset quantitative risk and trading platform. The role requires close collaboration with Rates Trading, Technology, and cross‑asset Quantitative teams, and offers direct exposure to front‑office decision‑making.
Job Responsibility:
Design, build, and enhance pricing and risk analytics for linear and non‑linear interest rate products, including curve construction and volatility surface calibration for trading and risk management
Maintain and extend a high‑performance C++ quantitative analytics library, with responsibility for robustness, testing, performance optimisation, object serialisation, and CI/CD integration
Strengthen the quantitative testing framework by expanding unit, regression, and integration tests, and automating ongoing model performance and stability monitoring
Provide hands‑on support to the trading desk, including troubleshooting, enhancements, and analysis of model behaviour
Partner closely with Rates Trading, Sales & Trading, Technology, Model Validation, and Project Management teams to deliver robust, production‑ready solutions.
Requirements:
Experience in quantitative analytics for interest rates or macro products, gained in a front‑office, risk, or quantitative development environment.
Strong hands‑on development experience in C++ and Python.
Experience building and maintaining quantitative libraries with modern testing frameworks and CI/CD pipelines (e.g. Jenkins).
Experience with Java and/or SWIG is a plus.
Solid understanding of interest rate derivative products and markets, including swaps, futures, swaptions, and caps/floors
experience with exotics is an advantage.
Experience with optimisation‑based and multi‑curve pricing engines.
Familiarity with instrument and index conventions across developed and/or emerging markets.
Proven experience partnering directly with Sales and Trading as a front‑office quant or strat.
Excellent verbal, written, and interpersonal communication skills, with the ability to explain complex quantitative concepts clearly.
Master’s or PhD in Mathematics, Physics, Engineering, Computational or Quantitative Finance, or a related technical discipline.