Front Office Interest Rates Quant (vp)

Wells Fargo

Hybrid
Interest rate product modeling
Term-structure modeling frameworks
Volatility modelling frameworks
Design, develop, and implement advanced models that support the risk management, pricing, and trading of interest rate products

Job Summary

  • Design, develop, and implement advanced models that support the risk management, pricing, and trading of interest rate products.
  • 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 classes.

Matching Summary

Design, develop, and implement advanced models that support the risk management, pricing, and trading of interest rate products.

Skills & Requirements

Must-have

  • Interest rate product modeling
  • Term-structure modeling frameworks
  • Volatility modelling frameworks
  • Quantitative model development
  • Front office quant experience

Nice-to-have

  • Cross-asset risk and trading platform
  • Partnership with traders and technology
  • Next-generation quantitative models

Key Requirements

  • Experience in quantitative analytics for interest rate / macro products
  • Experience in Securities Quantitative Analytics
  • Master's or PhD in Mathematics, Physics, Engineering, Computational or Quantitative Finance

Work Rights

Not specified

Tailored Resume

Cover Letter