Front Office Interest Rates Quant Developer (vp)

Wells Fargo

Hybrid
C++ and python coding experience
Interest rate product modeling
Term structure and volatility models
Develop and implement advanced quantitative models and tools for risk managing, trading and pricing of interest rate products

Job Summary

  • Develop and implement advanced quantitative models and tools for risk managing, trading and pricing of interest rate products.
  • Contribute to a strategic initiative aimed at building next-generation models for integration into a holistic, cross-asset quantitative risk and trading platform.
  • Partner effectively with Business Stakeholders, Sales & Trading, Technology, Model Validation and Project Management teams.

Matching Summary

Develop and implement advanced quantitative models and tools for risk managing, trading and pricing of interest rate products.

Skills & Requirements

Must-have

  • C++ and Python coding experience
  • Interest rate product modeling
  • Term structure and volatility models
  • Quantitative risk and trading platform
  • Model development and implementation

Nice-to-have

  • Java experience is a plus
  • Optimization-based curve engine
  • Cross-asset quantitative teams
  • Strong communication skills

Key Requirements

  • Master's or PhD in technical field
  • Experience in quantitative analytics
  • Front office quant experience

Work Rights

Not specified

Tailored Resume

Cover Letter