Front Office Rates Quant - Director, Wells Fargo

Front Office Rates Quant - Director

Wells Fargo

Location:

United States, Charlotte ▼

New York

Category:

Finance

Contract Type:

Employment contract

Salary:

173300.00 - 359900.00 USD / Year

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Job Description:

The Senior Lead Securities Quantitative Analytics Specialist is an Executive Director level role within the Corporate & Investment Banking organization (CIB). The successful candidate will focus on design and implementation of curve construction software that calibrates multiple curves simultaneously to liquid market data. This is a strategic initiative to build a new multi-curve engine for fast intraday generation of multiple curves in an optimization framework. It is spearheaded by the Front Office Rates group but will be used across various asset-classes within CIB.

Job Responsibility:

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 standardized planning and Agile-based SDLC process
Support the trading desk with questions about curve generation
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.

Requirements:

7+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
7+ years of hands-on coding experience, C++ and Java are most relevant, with an emphasis on numerical optimization
7+ years of 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 optimization-based curve construction ideally in C++
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.

What we offer:

Health benefits
401(k) Plan
Paid time off
Disability benefits
Life insurance, critical illness insurance, and accident insurance
Parental leave
Critical caregiving leave
Discounts and savings
Commuter benefits
Tuition reimbursement
Scholarships for dependent children
Adoption reimbursement.

Additional Information:

Job Posted:

March 28, 2025

Expiration:

April 18, 2025

Employment Type:

Fulltime

Work Type:

On-site work

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