CHARLOTTE, NC, 28230, USA
6 days ago
Front Office Rates Quant - Director
**About this role:** The Senior Lead Securities Quantitative Analytics Specialist is an Executive Director level role within the Corporate & Investment Banking organization (CIB). The successful candidate will focus on design and implementation of curve construction software that calibrates multiple curves simultaneously to liquid market data. This is a strategic initiative to build a new multi-curve engine for fast intraday generation of multiple curves in an optimization framework. It is spearheaded by the Front Office Rates group but will be used across various asset-classes within CIB. The new curve construction engine needs to be flexible in its ability handle various instruments, constraints, and curve representations; needs to be fast enough for intraday streaming, consistent across curves whenever market data is updated, and robust against failures in fast changing markets. Essential duties and responsibilities include: + Develop, integrate, and deploy optimization-based curve construction in collaboration with other Quants, providing expertise in relevant software design, implementation and performance optimization. + 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. + Support the trading desk with questions about curve generation. **In this role, you will:** + Proactively participate in 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 + Serve as a mentor for less experienced staff **Required Qualifications:** + 7+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education **Desired Qualifications:** + 7+ years of hands-on coding experience, C++ and Java are most relevant, with an emphasis on numerical optimization + 7+ years of derivative product and market experience in one or more of the following areas: rates and foreign exchange + Excellent verbal, written, and interpersonal communication skills + Experience with optimization-based curve construction ideally in C++ Experience with Sales and Trading partners as a front office quant + Master's or higher degree or equivalent in computer science, computational finance, mathematics or similar technical fields. + PhD degree or equivalent in computer science, computational finance or mathematics **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 (https://www.wellsfargojobs.com/en/life-at-wells-fargo/benefits) 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:** 16 Mar 2025 ***** **_Job posting may come down early due to volume of applicants._** **We Value Diversity** At Wells Fargo, we believe in diversity, equity and inclusion in the workplace; accordingly, we welcome applications for employment from all qualified candidates, regardless of race, color, gender, national origin, religion, age, sexual orientation, gender identity, gender expression, genetic information, individuals with disabilities, pregnancy, marital status, status as a protected veteran or any other status protected by applicable law. 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 risk programs (Credit, Market, Financial Crimes, Operational, Regulatory Compliance), which includes effectively following and adhering to applicable Wells Fargo policies and procedures, appropriately fulfilling risk and compliance obligations, timely and effective escalation and remediation of issues, and making sound risk decisions. There is emphasis on proactive monitoring, governance, risk identification and escalation, as well as making sound risk decisions commensurate with the business unit’s risk appetite and all risk and compliance program requirements. Candidates applying to job openings posted in US: 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. **Applicants with Disabilities** To request a medical accommodation during the application or interview process, visit Disability Inclusion at Wells Fargo (https://www.wellsfargojobs.com/en/diversity/disability-inclusion/) . **Drug and Alcohol Policy** Wells Fargo maintains a drug free workplace. Please see our Drug and Alcohol Policy (https://www.wellsfargojobs.com/en/wells-fargo-drug-and-alcohol-policy) to learn more. **Wells Fargo Recruitment and Hiring Requirements:** a. Third-Party recordings are prohibited unless authorized by Wells Fargo. b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process. **Req Number:** R-436774
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