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Wells Fargo Quant Rates - Executive Director 
United Kingdom, England, City of London 
912803127

Today

About this role:

This is part of a strategic initiative to build new models that will be integrated into a holistic markets quantitative risk and trading platform. Specific work will be spearheaded by the Front Office Interest Rates quant group but will be integrated into a cross asset-class platform within CIB.

In this role, you will:

  • Design, development, and implementation of quantitative models for interest rates risk management, trading strategies, and pricing of interest rates products.
  • Develop, integrate, and deploy optimization-based curve construction 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.
  • Support the trading desk with questions about deployed models.
  • Proactively participate in 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
  • Serve as a mentor for less experienced staff

Required Qualifications:

  • Hands-on coding experience, C++ and Java are most relevant, with an emphasis on numerical optimization
  • Experience in derivative product and market experience in one or more of the following areas: rates and foreign exchange
  • Excellent verbal, written, and interpersonal communication skills
  • Experience with Rates products, both linear and no-linear, ideally in C++ and/or Java.
  • Experience with Sales and Trading partners as a front office quant
  • Master's or higher degree or equivalent in computer science, computational finance, mathematics or similar technical fields.
  • PhD degree or equivalent in computer science, computational finance, or mathematics


Desired Qualifications:

  • Demonstrated experience in successfully collaborating with others in a change driven environment.
  • Curious to keep up with market practices and recent developments on the pricing and regulatory fronts.
  • Good intuitions on the models and the model results.
  • Strong interest in financial markets and willingness to provide practical solutions for a trading desk.

19 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.