Wells Fargo Vice President- Rates Options Quant 

India, Karnataka, Bengaluru 

890145984

In this role, you will:

• Lead complex initiatives with broad impact and act as key participant in large-scale planning for Securities Quantitative Analytics

• Develop automated trading algorithms, create cutting-edge derivative pricing models and empirical models, to provide insight into market behavior

• Review and analyze complex multi-faceted, larger scale or longer-term business, operational, or technical challenges that require in-depth evaluation of multiple factors including intangibles or unprecedented factors

• Use quantitative and technological techniques to solve complex business problems

• Conduct research on trading cost models, liquidity models, risk models, portfolio construction methodology, and signal generation

• Resolve issues and achieve goals

• Make decisions on complex and multi-faceted situations requiring understanding of Securities Quantitative Analytics, policies, procedures, and compliance requirements

• Influence and lead the broader work team to meet deliverables and drive new initiatives

• Lead projects, teams, or serve as a peer mentor

• Collaborate and consult with peers, colleagues, and mid-level to senior managers

• Play an integral role to the trading floor

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:

• We are looking at a Rates Quant with Java proficiency to cater to the Interest Rates Options Desk.

• Work in our quant library, as needed, to adapt our generic models to specific use cases.

• Work with Technology teams in all aspects of model integration, with special focus on our curve building and valuation strategic platforms.

• Produce high quality model documents that satisfy model validation and regulatory requests

• Collaborate with and support Front office Trading, Technology Partners, and ModelValidation/Governanceteams.

• Lead complex initiatives with broad impact and act as key participant in large-scale planning for Securities Quantitative Analytics

• Develop automated trading algorithms, create cutting-edge derivative pricing models and empirical models, to provide insight into market behavior

• Review and analyze complex multi-faceted, larger scale or longer-term business, operational, or technical challenges that require in-depth evaluation of multiple factors including intangibles or unprecedented factors

• Use quantitative and technological techniques to solve complex business problems

• Conduct research on trading cost models, liquidity models, risk models, portfolio construction methodology, and signal generation

• Resolve issues and achieve goals

• Make decisions on complex and multi-faceted situations requiring understanding of Securities Quantitative Analytics, policies, procedures, and compliance requirements

• Influence and lead the broader work team to meet deliverables and drive new initiatives

• Lead projects, teams, or serve as a peer mentor

• Collaborate and consult with peers, colleagues, and mid-level to senior managers

• Play an integral role to the trading floor

Duties include, but are not limited to:

• Play an integral role to the trading floor on Interest Rates Options and help solve their problems.

• Participate in model development and deployment

  • Participating in model software implementation

  • Writing code (in Java) and refactoring code

• Testing and testing documentation

  • Participating in unit testing, large scale Quant testing, pre-integration testing, integration testing, regression testing, UAT

• Participation in issue resolution

  • Debugging case preparation (to produce isolated cases to demonstrate the issues) for the Rates Quants

  • Debug and conclude data issues/model input issues

• Part of the model documentation

• Production health monitoring tools

• Participating in the creation, execution and development of Front Office test plans

• Actively participating and contributing in team discussions on project specific areas/assignments

• Maintaining proper documentation of all processes and keeping the code up to date

• Answering ad hoc questions from various stakeholders including US Front Office Quants, populating templates or creating newreports/extracts/resultsas requested by stakeholders

Job Expectations:

• A master’s or PhD in a quantitative field such as math, statistics, engineering, physics, economics, computer sciences, etc.

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

• 3+ years' experience in Rates options Quant models

• Excellent verbal, written, presentation and interpersonal communication skills

• Hands-on experience in programming in JAVA

• Good writing skills

• A PhD in Math (Mathematical Finance is a Plus), Physics, Engineering or Computer Sciences.

• 5+ years' experience coding in Java or C++

11 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.