Front Office Rates Derivatives Quant Manager – Executive Director

About this role:

Wells Fargo is seeking candidates for the role of Front Office Rates Derivatives Quantitative Analytics Manager, which is an Executive Director level role within the Corporate & Investment Banking organization (CIB). The successful candidate will work and provide leadership within a team responsible for developing and implementing quantitative models and tools for Interest Rates risk management, trading, and pricing, with a focus on options.

Essential duties and responsibilities include:

• Design, development, and implementation of quantitative models for interest rates risk management, trading strategies, and pricing of interest rates products.
• Integrate our models in our strategic risk platform (Vasara)
• Effectively communicate and partner with Business Stakeholders, other Quant Teams, Technology and Project Management
• Deliver high-quality software and documentation following our standardized planning and Agile-based SDLC process.
• Provide effective leadership within the team.

In this role, you will:

• Lead development of state-of-the-art interest rates derivatives models, particularly options.
• Perform complex software design & development activities within an Agile environment
• Contribute to large-scale project planning, balancing short and long-term objectives
• Use quantitative and advanced technologies to solve complex business problems
• Meet deliverables while adhering to policies, procedures, and compliance requirements
• Collaborate and consult with peers, colleagues, and project managers to resolve issues and achieve goals
• Effectively communicate with and build consensus with all project stakeholders

Required Qualifications:

• 6+ years of Securities Quantitative Analytic experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
• 3+ years of management or leadership experience

Desired Qualifications:

• 6+ years’ experience in interest rates derivatives model development in a Front Office Quant Team.
• 6+ years of hands-on coding experience, C++ and Java are most relevant, with an emphasis on model development and code quality.
• 3+ years of quant team management within a highly matrixed environment
• Expertise in interest rates products and models
• Tracking record of leadership roles.
• Master's or higher degree or equivalent in computer science, computational finance, mathematics, or similar technical fields.
• Excellent verbal, written, and interpersonal communication skills.
• PhD degree or equivalent in computer science, computational finance, mathematics or similar

Pay Range
 

Reflected is the base pay range offered for this position. Pay may vary depending on factors including but not limited to achievements, skills, experience, or work location. The range listed is just one component of the compensation package offered to candidates.

$173,300.00 - $359,900.00

Benefits

Wells Fargo provides eligible employees with a comprehensive set of benefits, many of which are listed below. Visit Benefits - Wells Fargo Jobs for an overview of the following benefit plans and programs offered to employees.

• Health benefits
• 401(k) Plan
• Paid time off
• Disability benefits
• Life insurance, critical illness insurance, and accident insurance
• Parental leave
• Critical caregiving leave
• Discounts and savings
• Commuter benefits
• Tuition reimbursement
• Scholarships for dependent children
• Adoption reimbursement

Posting End Date:

4 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 ri