Wells Fargo Front Office Rates Derivatives Quant Manager – Executive Director 

United States, New York, New York 

89522058

Essential duties and responsibilities include:

• Design, development, and implementation of quantitative models for interest rates risk management, trading strategies, and pricing of interest rates products.
• Integrate our models in our strategic risk platform (Vasara)
• 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.
• Provide effective leadership within the team.

In this role, you will:

• Lead development of state-of-the-art interest rates derivatives models, particularly options.
• Perform 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, and project managers to resolve issues and achieve goals
• Effectively communicate with and build consensus with all project stakeholders

Required Qualifications:

• 6+ years of Securities Quantitative Analytic experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
• 3+ years of management or leadership experience

Desired Qualifications:

• 6+ years’ experience in interest rates derivatives model development in a Front Office Quant Team.
• 6+ years of hands-on coding experience, C++ and Java are most relevant, with an emphasis on model development and code quality.
• 3+ years of quant team management within a highly matrixed environment
• Expertise in interest rates products and models
• Tracking record of leadership roles.
• Master's or higher degree or equivalent in computer science, computational finance, mathematics, or similar technical fields.
• Excellent verbal, written, and interpersonal communication skills.
• PhD degree or equivalent in computer science, computational finance, mathematics or similar

Pay Range

Wells Fargo Recruitment and Hiring Requirements:

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