Front Office Rates Quant - Executive Director

Wells Fargo & Company; London; On-site; GBP 90,000 - 150,000; Full time

Job summary

Wells Fargo is seeking a Senior Lead Securities Quantitative Analytics Specialist in London. This Executive Director role involves designing advanced quantitative models for interest rate products and requires strong coding skills in C++, Java, and Python, along with a deep understanding of the financial markets. The candidate will lead initiatives in model development as part of a cross-asset risk and trading platform, contributing to strategic projects and mentorship of junior staff.

Qualifications

• Experience in Securities Quantitative Analytics, particularly in Rates / Macro products.
• Strong coding skills in C++, Java, and Python.
• Deep understanding of interest rates and foreign exchange derivative products.

Responsibilities

• Design and implement quantitative models for interest rates and hybrid products.
• Collaborate with team members on software design and performance optimization.
• Deliver high-quality software aligned with Agile development processes.

Skills

Numerical optimization

Performance coding

Interest rates knowledge

Communication

Education

Master’s or PhD in Computer Science

Mathematics or related technical field

Tools

C++

Java

Python

Job description

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 ofSenior 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 inC++,Java, andPython, 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.

Posting End Date:

17 Jul 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.

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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.