Wells Fargo Front Office Rates Quant - Executive Director 

United Kingdom, England, City of London 

225022011

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.

Wells Fargo Recruitment and Hiring Requirements:

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