Vice President - Front office Quant Model Development

Actively Reviewing the Applications

Wells Fargo

India, Karnataka Full-Time On-site

Posted 5 hours ago • Apply by June 11, 2026

Job Description

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 Analytics
We 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 Analytics
Review 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 factors
Use quantitative and technological techniques to solve complex business problems
Conduct research on trading cost models, liquidity models, risk models, portfolio construction methodology, and signal generation
Resolve issues and achieve goals
Make decisions on complex and multi-faceted situations requiring understanding of Securities Quantitative Analytics, policies, procedures, and compliance requirements
Influence and lead the broader work team to meet deliverables and drive new initiatives
Lead projects, teams, or serve as a peer mentor
Collaborate and consult with peers, colleagues, and mid-level senior managers
Play an integral role to the trading floor
Develop automated trading algorithms, create cutting-edge derivative pricing models and empirical models, to provide insight into market behavior
Review 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 factors
Use quantitative and technological techniques to solve complex business problems
Conduct research on trading cost models, liquidity models, risk models, portfolio construction methodology, and signal generation
Resolve issues and achieve goals
Make decisions on complex and multi-faceted situations requiring understanding of Securities Quantitative Analytics, policies, procedures, and compliance requirements
Influence and lead the broader work team to meet deliverables and drive new initiatives
Lead projects, teams, or serve as a peer mentor
Collaborate and consult with peers, colleagues, and mid-level senior managers
Play 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 deployment
Participating in model software implementation
Writing code (in Java 8-functional programming) and refactoring code
Testing and testing documentation
Participating in unit testing, large scale Quant testing, pre-integration testing, integration testing, regression testing, UAT
Participation in issue resolution
Debugging case preparation (to produce isolated cases to demonstrate the issues) for the Rates Quants
Debug and conclude data issues/model input issues
Part of the model documentation
Production of health monitoring tools
Participating in the creation, execution and development of Front Office test plans
Actively participating and contributing to team discussions on project specific areas/assignments
Maintaining proper documentation of all processes and keeping the code up to date
Answering 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, education
Min 5+ years' experience in Rates Quant
Excellent verbal, written, presentation and interpersonal communication skills
Hands-on experience in programming in JAVA-8(functional programming)
Good writing skills
A PhD in Math (Mathematical Finance is a Plus), Physics, Engineering or Computer Sciences is an added advantage
5+ years' experience coding in Java or C++

Reference Number

R-489845