Wells Fargo Quant Rates - Executive Director 

United Kingdom, England, City of London 

912803127

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.

Wells Fargo Recruitment and Hiring Requirements:

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