Front Office Rates Quant - Vice President
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About The Position
Our Corporate & Investment Banking Front Office Quantitative Model Development Team is working on a strategic buildout initiative. This strategic initiative will enhance our ability to partner and deliver excellent quality and service to our trading and sales partners as our platform continues to grow. Wells Fargo is seeking candidates for the role of Lead Securities Quantitative Analytics Specialist, which is a Vice President level role within the Corporate & Investment Banking organization (CIB). The successful candidate will be part of a team responsible for developing and implementing quantitative models and tools for Interest Rates risk management, trading, and pricing with focus on areas like forecasting, optimization, and risk mitigation. This is part of a strategic initiative to build new models that will be integrated into a holistic markets quantitative risk and trading platform. Specific work will be spearheaded by the Front Office rates quant group but will be integrated into a cross asset-class platform within CIB. The candidate will have to collaborate with front office trading, risk oversight, technology, and model governance functions ensuring requirements are met and governance is adhered to. He/she will possess high quality communications skills both written and verbal in order to socialize the approaches and highlight progress and issues in need of support.
