About this role: Our Corporate & Investment Banking Front Office Quantitative Model Development Team is working on a strategic buildout initiative. This strategic initiative will enhance our ability to partner and deliver excellent quality and service to our trading and sales partners as our platform continues to grow. Wells Fargo is seeking candidates for the role of Securities Quantitative Analytics Director, which is an Executive Director level role within the Corporate & Investment Banking organization (CIB). The successful candidate will be part of a team responsible for developing and implementing quantitative models and tools for Interest Rates risk management, trading, and pricing with focus on areas like forecasting, optimization, and risk mitigation. This is part of a strategic initiative to build new models that will be integrated into a holistic markets quantitative risk and trading platform. Specific work will be spearheaded by the Front Office Interest Rates quant group but will be integrated into a cross asset-class platform within CIB. In this role, you will: Design, development, and implementation of quantitative models for interest rates risk management, trading strategies, and pricing of interest rates products. 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 deployed models. 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: Hands-on coding experience, C++ and Java are most relevant, with an emphasis on numerical optimization Experience in 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 Rates products, both linear and no-linear, ideally in C++ and/or Java. 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 Desired Qualifications: Demonstrated experience in successfully collaborating with others in a change driven environment. Curious to keep up with market practices and recent developments on the pricing and regulatory fronts. Good intuitions on the models and the model results. Strong interest in financial markets and willingness to provide practical solutions for a trading desk. Posting End Date: 19 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 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 Canada: Applications for employment are encouraged from all qualified candidates, including women, persons with disabilities, aboriginal peoples and visible minorities. Accommodation for applicants with disabilities is available upon request in connection with the recruitment process. Applicants with Disabilities To request a medical accommodation during the application or interview process, visit Disability Inclusion at Wells Fargo. Drug and Alcohol Policy Wells Fargo maintains a drug free workplace. Please see our 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.