Our Corporate & Investment Banking Front Office Quantitative Model Development Team is working on a strategic buildout initiative to enhance our ability to partner and deliver excellent quality and service to our trading and sales partners as our platform continues to grow.
Requirements
- 5+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
- 5+ years in quantitative finance, particularly in rates derivatives modeling and implementation.
- Familiarity with pricing models, risk analytics, and financial instrument behavior under various market conditions.
- Exposure to cross-asset model integration and curve construction is a strong plus
- Candidates should have a strong foundation in machine learning and artificial intelligence demonstrated through research, publications, or enterprise-scale applications.
- Demonstrated success in building, deploying, and maintaining scalable ML/AI models in production environments.
- Extensive hands-on programming experience in C++, Python, and Java.
Responsibilities
- Develop and maintain AI-powered forecasting models and pattern discovery frameworks
- Apply statistical learning, machine learning, and artificial intelligence techniques to extract insights from complex datasets.
- Build smart models and time-aware algorithms that adapt to dynamic environments
- Leverage computational intelligence for time series modeling and predictive analytics
- Collaborate across teams to integrate learning machines into business processes.
Other
- Proven ability to communicate complex ML/AI concepts clearly to both technical and non-technical audiences.
- Experience collaborating across functions-such as trading desks, risk oversight, and model governance-to align technical solutions with strategic and regulatory goals.
- 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.
