Securities Quantitative Analytics Senior Manager - Front Office Quant – Executive Director

About this role:

Wells Fargo is seeking a Securities Quantitative Analytics Senior Manager (Executive Director level) to lead Front Office quantitative model development within the Corporate & Investment Banking (CIB) organization. The role is responsible for building and managing quantitative analytics teams that develop pricing, risk, trading, and analytics solutions across multiple asset classes including Interest Rates, Credit, FX, Equities, Commodities, and XVA/Counterparty Risk. This position partners closely with Trading, Structuring, Risk, and Technology teams to deliver scalable quantitative solutions that support the firm's strategic pricing and risk platforms.

The role requires in-depth quantitative modeling experience in one or more of these asset classes, combined with a strong foundation in derivatives pricing, financial mathematics, numerical methods, and model implementation.

In this role, you will:

• Lead, mentor, and develop teams of quantitative analysts, researchers, and managers while fostering a high-performance and talent-driven culture.
• Utilize advanced quantitative, statistical, and technological techniques to solve complex business and market challenges.
• Develop and enhance automated trading algorithms, derivatives pricing models, and empirical models to support trading, risk management, and market analysis.
• Define, interpret, and implement policies, procedures, and governance standards related to quantitative analytics and model development.
• Analyze risk exposures and structure transactions to meet client, business, and market objectives.
• Establish strategic direction and execute initiatives for the Securities Quantitative Analytics function, ensuring delivery of high-impact business outcomes.
• Design and develop advanced quantitative platforms, electronic trading tools, parallel computing architectures, and high-performance analytical solutions.
• Partner with Trading, Structuring, Risk, Technology, and senior leadership teams to drive quantitative innovation and business value.
• Serve as a key quantitative advisor to Front Office trading desks, supporting pricing, valuation, hedging, and risk management activities.
• Influence stakeholders across all organizational levels and effectively communicate complex quantitative concepts to technical and non-technical audiences.
• Manage financial and human capital resources to achieve organizational objectives and strategic priorities.
• Drive continuous improvement, innovation, and operational excellence across quantitative analytics platforms and processes.
• Build and maintain a strong culture of collaboration, leadership, accountability, and professional development within the team.

Required Qualifications:

• 7+ years of experience in quantitative analytics, quantitative research, derivatives modeling, or Front Office quantitative development.
• 3+ years of people management or leadership experience.
• 7+ years of strong quantitative modeling expertise in one or more asset classes such as Interest Rates, Credit, FX, Equities, Commodities, or XVA.
• Deep understanding of derivatives pricing, risk management, financial mathematics, stochastic calculus, Monte Carlo simulation, numerical methods, and optimization techniques.
• 7+ years strong programming skills in C++ and/or Python with experience implementing production-grade quantitative models.
• 4+year of experience developing pricing models, risk models, analytics libraries, or large-scale quantitative platforms.
• Strong analytical, problem-solving, communication, and stakeholder management skills.
• 3+ years of experience in interest rate modeling, curve construction, and pricing of interest rate products.
• Expertise in optimization-based model development and performance tuning.
• Experience working within Agile software development environments.
• Ability to support trading desks and communicate complex quantitative concepts to business stakeholders

Desired Qualifications:

• Proven experience in the design, development, and implementation of quantitative models for interest rate risk management, trading strategies, and pricing of fixed income and interest rate products.
• Strong expertise in yield curve construction, optimization techniques, and quantitative model development within Front Office environments.
• Experience collaborating with Quantitative Research, Trading, Risk, and Technology teams to develop and deploy scalable analytical solutions.
• Strong understanding of software architecture, performance optimization, and implementation of production-grade quantitative platforms.
• Ability to effectively communicate complex quantitative concepts to business stakeholders, project teams, and senior management.
• Experience delivering high-quality software solutions and technical documentation within Agile and SDLC frameworks.
• Proven ability to support trading desks by providing model expertise, troubleshooting quantitative issues, and enhancing deployed analytics frameworks.
• Strong stakeholder management skills with the ability to influence and partner across global teams and business functions.

Job Expectations:

• Lead the development, enhancement, implementation, and validation of quantitative models across Interest Rates, Credit, FX, Equities, Commodities, and XVA/Counterparty Risk.
• Provide deep quantitative expertise in one or more asset classes while applying modeling methodologies across a broad range of products and business lines.
• Partner closely with Front Office Traders, Structurers, and Quantitative Researchers to solve complex pricing, valuation, hedging, and risk management challenges.
• Develop and enhance derivatives pricing models, quantitative analytics libraries, and risk methodologies utilized within production trading platforms.
• Design, calibrate, and maintain market models involving yield curves, discount curves, volatility surfaces, correlation frameworks, and credit curves.
• Research, evaluate, and implement advanced quantitative techniques to improve model accuracy, robustness, computational efficiency, and risk calculations.
• Drive the development of scalable and high-performance quantitative solutions supporting trading and risk management activities.
• Collaborate with global Quant, Risk, and Technology teams to accelerate the firm's strategic quantitative platform initiatives.
• Ensure high standards of model governance, validation support, documentation, and regulatory compliance.
• Contribute to innovation and continuous improvement in quantitative research, model development, and analytical capabilities supporting Front Office businesses.

Posting End Date:

26 Oct 2026

*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.