About this role:
Wells Fargo is seeking a Lead Securities Quantitative Analytics Specialist.
In this role, you will:
Lead complex initiatives with broad impact and act as key participant in large-scale planning for Securities Quantitative Analytics
Develop automated trading algorithms, create cutting-edge derivative pricing models and empirical models, to provide insight into market behavior
Review and analyze complex multi-faceted, larger scale or longer-term business, operational, or technical challenges that require in-depth evaluation of multiple factors including intangibles or unprecedented factors
Use quantitative and technological techniques to solve complex business problems
Conduct research on trading cost models, liquidity models, risk models, portfolio construction methodology, and signal generation
Resolve issues and achieve goals
Make decisions on complex and multi-faceted situations requiring understanding of Securities Quantitative Analytics, policies, procedures, and compliance requirements
Influence and lead the broader work team to meet deliverables and drive new initiatives
Lead projects, teams, or serve as a peer mentor
Collaborate and consult with peers, colleagues, and mid-level to senior managers
Play an integral role to the trading floor
Required Qualifications:
5+ 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:
Play an integral role on the trading floor on Interest Rates Options and help solve their problems.
Participating in model development and deployment
Participating in model software implementation
Writing code (in Java 8-functional programming) and refactoring code
Testing and testing documentation
Participating in unit testing, large scale Quant testing, pre-integration testing, integration testing, regression testing, UAT
Participation in issue resolution
Debugging case preparation (to produce isolated cases to demonstrate the issues) for the Rates Quants
Debug and conclude data issues/model input issues
Part of the model documentation
Production of health monitoring tools
Participating in the creation, execution and development of Front Office test plans
Actively participating and contributing to team discussions on project specific areas/assignments
Maintaining proper documentation of all processes and keeping the code up to date
Answering ad hoc questions from various stakeholders including US Front Office Quants, populating templates or creating new reports/extracts/results as requested by stakeholders
Job Expectations:
A master’s or PhD in quantitative fields such as math, statistics, engineering, physics, economics, computer sciences, etc.
Min 5+ years of relevant experience in Securities Quantitative Analytics, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
Min 5+ years' experience in Rates Quant
Excellent verbal, written, presentation and interpersonal communication skills
Hands-on experience in programming in JAVA-8(functional programming)
Good writing skills
A PhD in Math (Mathematical Finance is a Plus), Physics, Engineering or Computer Sciences is an added advantage
5+ years' experience coding in Java or C++
Posting End Date:
7 Jul 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.
