About this role:
Essential duties and responsibilities include:
- Design, development, and implementation of quantitative models for interest rates, hybrids, exotics, and repack products, including pricing, risk management, and trading strategy support.
- Develop and deploy optimization-based curve construction and term structure models, including multi-curve frameworks and stochastic volatility surface models such as SABR.
- Build and calibrate stochastic funding models to support liquidity-sensitive pricing and risk analytics.
- Collaborate with other Quants to ensure robust software design, implementation, and performance optimization.
- Partner effectively with Business Stakeholders, Sales & Trading, Technology, and Project Management teams.
- Deliver high-quality software and documentation aligned with Agile-based SDLC processes.
- Provide model support to the trading desk, including troubleshooting and enhancements.
In this role, you will:
- Lead complex software design and development efforts in an Agile environment.
- Contribute to large-scale project planning, balancing tactical deliverables with long-term strategic goals.
- Apply quantitative techniques and advanced technologies to solve sophisticated business problems.
- Ensure compliance with internal policies, procedures, and regulatory requirements.
- Collaborate with peers and stakeholders to resolve issues and drive consensus.
- Mentor junior team members and foster a culture of technical excellence.
Required Qualifications:
- Experience in Securities Quantitative Analytics, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
- Experience in Securities Quantitative Analytics in Rates / Macro products or equivalent.
Desired Qualifications:
- Strong hands-on coding experiencein C++, Java,and Python, with a focus on numerical optimization and performance.
- Deep understanding of derivative products and markets, particularly in interest rates and foreign exchange.
- Experience with modeling and pricing of hybrid, exotic, and repack instruments.
- Expertise in term structure modeling, stochastic funding, and volatility modeling, including SABR and related frameworks.
- Proven experience working with Sales and Trading as a front office quant.
- Excellent verbal, written, and interpersonal communication skills.
- Master’s or PhD in Computer Science, Computational Finance, Mathematics, or a related technical field.
17 Jul 2025
Wells Fargo Recruitment and Hiring Requirements:
b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process.