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Wells Fargo Front Office Rates Quant - Executive Director 
United Kingdom, England, City of London 
225022011

Today

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.