Associate, Front Office QIS Equities Quant

Wells Fargo•New York, NY

2d•$143,000 - $224,000•Onsite

About The Position

Wells Fargo is seeking an Associate, QIS desk quant to join Corporate & Investment Banking within Global Markets. Our Front Office Quantitative Model Development Team is undergoing a high-impact strategic buildout designed to elevate our capabilities and better support our trading and sales partners. This initiative represents a unique opportunity to help shape a next-generation quantitative platform within a growing and evolving markets business. The successful candidate will join a collaborative team focused on developing and implementing advanced quantitative models and tools for Equities trading, pricing, and risk management. This role offers the opportunity to work on cutting-edge problems across forecasting, optimization, and risk mitigation, contributing to a unified, cross-asset quantitative platform within CIB. While the work is anchored in Front Office Equities, its impact will extend across asset classes and business lines.

Requirements

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

Nice To Haves

2+ years working in as a front office desk quant with an emphasis on equities model development
2+ years of hands-on programming experience, with strong proficiency in C++ and/or Java, particularly in numerical optimization contexts
Strong experience with equity or cross-asset Quantitative Investment Strategies (QIS)
Strong communication skills with the ability to translate complex quantitative concepts into clear, business-relevant insights
Experience working with volatility surfaces and curve construction (rates, borrow, dividends), ideally implemented in C++
Proven experience partnering directly with Sales and Trading teams in a Front Office quant capacity
PhD or equivalent advanced degree in Computer Science, Mathematics, Computational Finance, or a related quantitative discipline

Responsibilities

Participate in less complex initiatives and identify opportunity for process improvements within Securities Quantitative Analytics, focusing on QIS business.
Develop automated trading algorithms or create cutting-edge derivative pricing models and empirical models to provide insight into market behavior
Combine mathematical programming and market expertise to build and generate systematic strategies
Review and analyze basic business, operational, or technical assignments or challenges that require evaluation, and a selection of alternatives
Exercise independent judgment to guide medium risk deliverables
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
Present recommendations for resolving more complex situations
Exercise independent judgment while developing expertise in the Securities Quantitative Analytics
Collaborate and consult with colleagues, internal partners, and stakeholders
Play an integral role to the trading floor