Vice President, eFX Algorithmic Trading Strategist

Wells Fargo Bank•New York, NY

3d•Onsite

About The Position

Wells Fargo is seeking a Vice President-level eFX Algorithmic Trading Strategist to help drive the continued evolution of the firm's electronic Foreign Exchange trading business. This role sits at the intersection of quantitative research, algorithmic trading, and software engineering, with responsibility for developing and enhancing the models, algorithms, and analytical frameworks that support pricing, execution, hedging, and risk management across the eFX franchise. The successful candidate will work closely with traders, model governance partners, and technology teams to design, implement, and optimize pricing models, hedging strategies, execution algorithms, and market-making frameworks. This individual will help drive both strategic innovation and day-to-day trading performance through the application of quantitative methods and robust engineering practices. Learn more about the career areas and lines of business at www.wellsfargojobs.com .

Requirements

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

Nice To Haves

5+ years of experience in electronic trading, quantitative strategy, quantitative research, or algorithmic trading.
Master's degree or higher in Financial Engineering, Mathematics, Physics, Computer Science, Statistics, Engineering, or a related quantitative discipline.
Strong understanding of FX markets, market microstructure, liquidity Dynamics, and electronic execution.
Demonstrated experience developing pricing models, hedging frameworks, market-making models, execution algorithms, or systematic trading strategies.
Deep understanding of pricing, skew management, inventory management, hedging, and liquidity provision.
Strong software engineering skills with experience building and supporting production trading systems.
Proven ability to translate quantitative research into scalable, maintainable software solutions.
Strong programming skills Python, Java, and KDB/Q.
Experience with software development best practices, including testing, source control, code review, and production support.
Experience developing statistical models, forecasting models, or machine learning techniques within financial markets.
Experience with quantitative model governance, validation, and model lifecycle management.
Familiarity with low-latency architectures, and modern research and back testing frameworks.
Ability to balance quantitative rigor, engineering excellence, and commercial objectives.

Responsibilities

Develop and enhance quantitative models for electronic FX pricing, skewing, execution, and risk management.
Design and optimize hedging, inventory management, and market-making strategies across a range of market conditions.
Research and implement alpha signals, predictive models, and systematic trading strategies.
Design, backtest, and deploy execution algorithms and trading models in production environments.
Partner directly with traders to evaluate model performance and translate market insights into trading logic.
Build simulation, backtesting, and performance attribution frameworks to support strategy development.
Design, develop, test, and maintain production-quality software supporting pricing, trading, and risk management functions.
Collaborate with technology teams to deliver scalable, resilient, and maintainable trading systems.
Partner with Model Risk Management and model review teams throughout the model lifecycle, including development, validation, documentation, monitoring, and remediation.
Support internal governance, model reviews, and regulatory examinations related to production trading models.
Drive initiatives from concept through implementation, deployment, and ongoing support.