Wells Fargo Front Office Equities Quant - VP 

United States, New York, New York 

393980432

About this role:

The candidate will have to collaborate with front office trading, risk oversight, technology, and model governance functions ensuring requirements are met and governance is adhered to. He/she will possess high quality communications skills both written and verbal in order to socialize the approaches and highlight progress and issues in need of support.

Essential duties and responsibilities include:

• Design, development, and implementation of quantitative models for Equities risk management, trading strategies, and pricing of equity derivatives 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.

In this role, you will:

• 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

Required Qualifications:

• 5+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education

Desired Qualifications:

• 5+ years of quantitative development experience
• 4+ yearsequity derivativesmodeling and model implementation.
• 4+ years of front office derivatives Quant model experience
• Team player with excellent verbal and written and interpersonal communication skills
• Strong experience in derivatives modeling and implementation, especiallyin equities and equity derivatives.
• Experience working with Sales and Trading partners as a front office quant
• Solid knowledge of financial mathematics, particularly, stochastic calculus, Monte-Carlo and other numerical methods.
• Strong hands-on programming skills in C++ and Python, and proficient in the model implementation.
• Delivery focused with experience partnering with technology to deploy models within a system.
• Ability to work on multiple projects and effectively organize tasks, manage time, set priorities and meet deadlines.
• Strong interest in financial markets and willingness to provide practical solutions for the business stakeholders.
• Experience with model documentation and model validation.
• Demonstrated experience in successfully collaborating with others in a change driven environment.
• PhD degree or equivalent in computer science, computational finance or mathematics

Pay Range

$144,400.00 - $300,000.00

1 Jun 2025

Wells Fargo Recruitment and Hiring Requirements:

b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process.