About This Role
Our Corporate & Investment Banking Front Office Quantitative Model Development Team is undergoing a strategic buildout initiative to enhance our capabilities in delivering high-quality quantitative solutions to our trading and sales partners. As our platform continues to grow, we are expanding our modeling coverage to include a broader range of products and methodologies.
Wells Fargo is seeking candidates for the role of Senior Lead Securities Quantitative Analytics Specialist, an Executive Director level position within the Corporate & Investment Banking (CIB) organization. The successful candidate will join a team focused on developing and implementing advanced quantitative models and tools for interest rates risk management, trading, and pricing. This includes work on linear and non-linear rates products, hybrids, exotics, repack structures, and stochastic funding models, with a strong emphasis on term structure modeling and volatility modeling frameworks such as SABR.
This role is part of a strategic initiative to build new models that will be integrated into a holistic, cross-asset quantitative risk and trading platform. The work will be led by the Front Office Interest Rates Quant group and will involve close collaboration with other asset class teams within CIB.
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 experience in 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.
