Job Description

About this role:

Wells Fargo is seeking a Lead Securities Quantitative Analytics Specialist

In this role, you will:

Lead complex initiatives with broad impact and act as key participant in large-scale planning for Securities Quantitative AnalyticsWe are looking at a Rates Quant with C++/java 8 (Functional Programming) proficiency to cater to the Interest Rates Options Desk.Work in our quant library in C++, as needed, to adapt our generic models to specific use cases.Understanding valuation of basic products like Treasury Bonds, Interest Rate swaps.Collaborate with and support Front office Trading, Technology Partners, and Model Validation/Governance teams.Lead complex initiatives with broad impact and act as key participant in large-scale planning for Securities Quantitative AnalyticsReview and analyze complex multi-faceted, larger scale or longer-term business, operational, or technical challenges that require in-depth evaluation of multiple factors including intangibles or unprecedented factorsUse quantitative and technological techniques to solve complex business problemsConduct research on trading cost models, liquidity models, risk models, portfolio construction methodology, and signal generationResolve issues and achieve goalsMake decisions on complex and multi-faceted situations requiring understanding of Securities Quantitative Analytics, policies, procedures, and compliance requirementsInfluence and lead the broader work team to meet deliverables and drive new initiativesLead projects, teams, or serve as a peer mentorCollaborate and consult with peers, colleagues, and mid-level senior managersPlay an integral role to the trading floorDevelop automated trading algorithms, create cutting-edge derivative pricing models and empirical models, to provide insight into market behaviorReview and analyze complex multi-faceted, larger scale or longer-term business, operational, or technical challenges that require in-depth evaluation of multiple factors including intangibles or unprecedented factorsUse quantitative and technological techniques to solve complex business problemsConduct research on trading cost models, liquidity models, risk models, portfolio construction methodology, and signal generationResolve issues and achieve goalsMake decisions on complex and multi-faceted situations requiring understanding of Securities Quantitative Analytics, policies, procedures, and compliance requirementsInfluence and lead the broader work team to meet deliverables and drive new initiativesLead projects, teams, or serve as a peer mentorCollaborate and consult with peers, colleagues, and mid-level senior managersPlay an integral role to the trading floor

Required Qualifications:

5+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education

Desired Qualifications:

Play an integral role on the trading floor on Interest Rates Options and help solve their problems.Participating in model development and deploymentParticipating in model software implementationWriting code (in Java 8-functional programming) and refactoring codeTesting and testing documentationParticipating in unit testing, large scale Quant testing, pre-integration testing, integration testing, regression testing, UATParticipation in issue resolutionDebugging case preparation (to produce isolated cases to demonstrate the issues) for the Rates QuantsDebug and conclude data issues/model input issuesPart of the model documentationProduction of health monitoring toolsParticipating in the creation, execution and development of Front Office test plansActively participating and contributing to team discussions on project specific areas/assignmentsMaintaining proper documentation of all processes and keeping the code up to dateAnswering ad hoc questions from various stakeholders including US Front Office Quants, populating templates or creating new reports/extracts/results as requested by stakeholders

Job Expectations:

A master’s or PhD in quantitative fields such as math, statistics, engineering, physics, economics, computer sciences, etc.Min 5+ years of relevant experience in Securities Quantitative Analytics, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, educationMin 5+ years' experience in Rates QuantExcellent verbal, written, presentation and interpersonal communication skillsHands-on experience in programming in JAVA-8(functional programming)Good writing skillsA PhD in Math (Mathematical Finance is a Plus), Physics, Engineering or Computer Sciences is an added advantage5+ years' experience coding in Java or C++

Posting End Date: 

2 Oct 2025

*Job posting may come down early due to volume of applicants.

We Value 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.

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.

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.

Applicants with Disabilities

To request a medical accommodation during the application or interview process, visit Disability Inclusion at Wells Fargo.

Drug and Alcohol Policy

 

Wells Fargo maintains a drug free workplace.  Please see our Drug and Alcohol Policy to learn more.

Wells Fargo Recruitment and Hiring Requirements:

a. Third-Party recordings are prohibited unless authorized by Wells Fargo.

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