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About the Role

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, and repack structures, 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.

Responsibilities

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.
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.

Requirements

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.

Skills

C++
Java
Python
numerical optimization
performance optimization
derivative products and markets
interest rates
foreign exchange
hybrid instruments
exotic instruments
repack instruments
term structure modeling
stochastic funding
volatility modeling
SABR
Sales and Trading
front office quant

Location

Onsite

Work Type

Full-time

Experience Level

Executive Director
Senior Lead

Education Level

Master's or PhD in Computer Science, Computational Finance, Mathematics, or a related technical field.

About the Company

Wells Fargo is an equal opportunity employer.
Employees support our focus on building strong customer relationships balanced with a strong risk mitigating and compliance-driven culture which firmly establishes those disciplines as critical to the success of our customers and company.
They are accountable for execution of all applicable risk programs (Credit, Market, Financial Crimes, Operational, Regulatory Compliance), which includes effectively following and adhering to applicable Wells Fargo policies and procedures, appropriately fulfilling risk and compliance obligations, timely and effective escalation and remediation of issues, and making sound risk decisions.
There is emphasis on proactive monitoring, governance, risk identification and escalation, as well as making sound risk decisions commensurate with the business unit’s risk appetite and all risk and compliance program requirements.

Equal Opportunity

Wells Fargo is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other legally protected characteristic.
Candidates applying to job openings posted in Canada: Applications for employment are encouraged from all qualified candidates, including women, persons with disabilities, aboriginal peoples and visible minorities. Accommodation for applicants with disabilities is available upon request in connection with the recruitment process.
To request a medical accommodation during the application or interview process, visit Disability Inclusion at Wells Fargo.
Wells Fargo maintains a drug free workplace. Please see our Drug and Alcohol Policy to learn more.
Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process.