Wells Fargo Front Office FX Quant - Vice President 

United Kingdom, England, City of London 

50400867

About this role:

Essential duties and responsibilities include:

• Design, development, and implementation of quantitative models for FX and Non-USD Rates risk management, trading strategies, and pricing of FX and Non-USD Rates products.

• Participate in the analysis, design, implementation, testing, and delivery of derivative pricing and trading models for FX and Rates products, providing expertise in relevant software design, implementation, and performance optimization.

• Effectively communicate and partner with Business Stakeholders, other Quant Teams, Technology, Risk, and Project Management

• Deliver high-quality software and documentation

• Work closely with the trading desk on short-term projects and support of existing models, as well as working within the Quant team on wider projects for the business

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, trading desks, 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

Required Qualifications:

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

Desired Qualifications:

• Extensive years of hands-on coding experience, C++ and Java are most relevant, with an emphasis on numerical optimization

• Extensive years of experience working as a front office desk Quant for FX derivatives, ideally with exposure to exotics Rates derivatives and FX-IR hybrids.

• Deep knowledge of FX markets and conventions, hedging practices, and calibration issues. Knowledge of Rates markets is a plus.

• Solid knowledge of financial mathematics, particularly, stochastic calculus, arbitrage, hedging, PDE, Monte-Carlo and other numerical methods

• Team player, comfortable on a trading floor, with strong, clear and concise written and oral communication skills

• Masters or PhD in quantitative field such as mathematics, statistics, engineering, physics or computer science

• 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.

27 Apr 2025

Wells Fargo Recruitment and Hiring Requirements:

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