About this role:
Essential duties and responsibilities include:
- Lead the design, development, and implementation of quantitative models for equity risk management, trading strategies, and pricing of equity products.
- Develop, integrate, and deploy pricing and equity volatility surface models 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.
In this role, you will:
- Manage, develop and mentor a team of quantitative analysts, providing guidance and support on technical aspects
- Proactively participate in complex software design & development activities within an Agile environment
- Contribute to large-scale project planning initiatives, 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:
- 8+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
- 4+ years of management or leadership experience
Desired Qualifications:
- 8+ years of derivative product and market experience in one or more of the following areas: Equities (some experience in rates and corporate bond/credit areas is a plus)
- 8+ years of hands-on coding experience, C++ is most relevant, with an emphasis on financial modeling and numerical optimization
- 4+ years of management experience at the relevant level with direct reports responsible for annual reviews, employee production, staffing and recruitment
- Excellent verbal, written, and interpersonal communication skills with the ability to effectively communicate complex technical concepts to both technical and non-technical audiences
- Demonstrated ability to recruit, lead, mentor, and manage a team of quantitative analysts.
- Experience with optimization-based curve construction ideally in C++
- Extensive experience with Sales and Trading partners as a front office quant manager
- Master's or higher degree or equivalent in computer science, computational finance, mathematics or similar technical fields.
- Keywords: Equity, Derivatives, Equities, Quant, Quantitative Model, Managing Director, Markets, Trade, CIB, Front Office, Strat
Pay Range
$249,500.00 - $518,300.00
Wells Fargo provides eligible employees with a comprehensive set of benefits, many of which are listed below. Visit for an overview of the following benefit plans and programs offered to employees.
- Health benefits
- 401(k) Plan
- Paid time off
- Disability benefits
- Life insurance, critical illness insurance, and accident insurance
- Parental leave
- Critical caregiving leave
- Discounts and savings
- Commuter benefits
- Tuition reimbursement
- Scholarships for dependent children
- Adoption reimbursement
1 Aug 2025
Wells Fargo Recruitment and Hiring Requirements:
b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process.