Job Description
Wells Fargo is seeking a Vice President, Front Office Interest Rates Quant to join the Corporate & Investment Banking (CIB) division.
In this role, you will be part of a front‑office quantitative team responsible for designing, developing, and implementing advanced models that support the risk management, pricing, and trading of interest rate products.
You will work across a wide range of linear and non‑linear rates products, including structured rates and hybrid instruments, with a particular focus on term‑structure and volatility modelling frameworks. This includes methodologies such as SABR, single‑ and multi‑factor Cheyette models, and Quadratic Gaussian models.
This position plays a key role in a strategic initiative to develop next‑generation quantitative models and integrate them into a unified, cross‑asset risk and trading platform. Success in the role requires close partnership with traders, technology teams, and quantitative specialists across asset...
In this role, you will be part of a front‑office quantitative team responsible for designing, developing, and implementing advanced models that support the risk management, pricing, and trading of interest rate products.
You will work across a wide range of linear and non‑linear rates products, including structured rates and hybrid instruments, with a particular focus on term‑structure and volatility modelling frameworks. This includes methodologies such as SABR, single‑ and multi‑factor Cheyette models, and Quadratic Gaussian models.
This position plays a key role in a strategic initiative to develop next‑generation quantitative models and integrate them into a unified, cross‑asset risk and trading platform. Success in the role requires close partnership with traders, technology teams, and quantitative specialists across asset...