About This Role
Wells Fargo is seeking a Front Office Equities Quant – Vice President to join the Corporate & Investment Banking (CIB) division within our Global Markets business.
As part of the Front Office Quantitative Model Development team, this role contributes to a multi‑year strategic buildout designed to strengthen our quantitative capabilities and enhance the support we provide to our trading and sales partners across Global Markets.
The selected candidate will join a high‑impact team responsible for designing, developing, and implementing quantitative models and analytical tools that support Equities trading, pricing, and risk management. Key focus areas include forecasting, optimization, and risk mitigation. This work is a core component of a strategic initiative to deliver next‑generation models integrated into a comprehensive cross‑asset quantitative risk and trading platform.
Although the role will sit within the Front Office Equities group, the models and tools developed will be designed for integration across the broader Corporate & Investment Banking organization, supporting alignment and consistency across asset classes.
In This Role, You Will
Proactively participate in the design, development, and implementation of quantitative models for equities risk management, trading strategies, and pricing of equity derivatives products within an Agile environment.
Contribute to the development, integration, and deployment of optimization-based curve construction, collaborating with other Quants to provide expertise in software design, implementation, and performance optimization.
Apply quantitative and advanced technologies to solve complex business problems related to equities trading and risk, ensuring solutions are robust and well-documented.
Collaborate and consult with Business Stakeholders, other Quant Teams, Technology, and Project Management to effectively communicate model details, resolve issues, and achieve project goals.
Deliver high-quality software and documentation following standardized planning and Agile-based SDLC processes, ensuring models are well-supported and maintainable.
Support the trading desk by addressing questions about deployed models and providing insights into model behavior.
Meet deliverables while adhering to policies, procedures, and compliance requirements related to model risk management and regulatory standards.
Contribute to large-scale project planning, balancing short-term objectives with long-term strategic goals for the quantitative modeling framework.
Effectively communicate with and build consensus with all project stakeholders, ensuring alignment on model development and deployment strategies.
Required Qualifications
Experience in Securities Quantitative Analytics, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education.
Desired Qualifications
Hands-on coding experience, C++ and Java are most relevant, with an emphasis on numerical optimization.
Experience of derivative products and market experience in one or more of the following areas: rates and foreign exchange.
Excellent verbal, written, and interpersonal communication skills.
Experience with volatility surfaces, rate, borrow and dividend curves, ideally in C++.
Experience with Sales and Trading partners as a front office quant.
PhD degree or equivalent in computer science, computational finance or mathematics.
Job Expectations
Ability to work outside of regular business hours.
