Desk Quant Jobs (NOW HIRING)

Corporate & Investment Banking (CIB) delivers a comprehensive suite of capital markets, banking, and financial products and services. A trusted partner to our clients, we provide corporate and transactional banking; commercial real estate lending and servicing; investment banking; equity; and fixed income solutions including sales, trading, and research capabilities to corporate, commercial real estate, government, and institutional clients across the globe.

Markets provides solutions to clients with the means to manage their exposure through various derivatives, lending and cash products across Structured Products Group, Macro, Equities, Municipal Products Group, Credit Sales & Trading.

About this role:

Wells Fargo is seeking a Vice President, Front Office QIS Equities Desk Quant (Quantitative Investment Strategies) to join Corporate & Investment Banking within Global Markets. Learn more about our career areas and lines of business at wellsfargojobs.com.

Our Front Office Quantitative Model Development Team is undergoing a high-impact strategic buildout designed to elevate our capabilities and better support our trading and sales partners. This initiative represents a unique opportunity to help shape a next-generation quantitative platform within a growing and evolving markets business.

The successful candidate will join a collaborative team focused on developing and implementing advanced quantitative models and tools for Equities trading, pricing, and risk management. This role offers the opportunity to work on cutting-edge problems across forecasting, optimization, and risk mitigation, contributing to a unified, cross-asset quantitative platform within CIB. While the work is anchored in Front Office Equities, its impact will extend across asset classes and business lines.

In this role, you will:

• Play a key role in designing, developing, and implementing quantitative models for equities trading strategies, risk management, and equity derivatives pricing within an Agile environment with a focus on QIS (Quantitative Investment Strategies) initiatives.
• Help build and enhance optimization-driven curve construction capabilities, partnering closely with other quants to drive excellence in software design, performance, and scalability
• Apply advanced quantitative techniques and modern technologies to solve complex, real-world trading and risk challenges
• Collaborate closely with Trading, Sales, Technology, and Quant teams to bring models from concept to production and drive business impact
• Deliver high-quality, production-ready code and documentation aligned with best practices and Agile SDLC processes
• Partner directly with the trading desk to support model usage, answer questions, and provide insights into model behavior and performance
• Contribute to model governance by ensuring solutions meet risk management, compliance, and regulatory standards
• Take an active role in large-scale platform initiatives, balancing immediate business needs with long-term strategic architecture goals
• Communicate effectively across stakeholders to build alignment and drive successful delivery of quantitative solutions

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:

• 5+ years working in as a front office desk quant with an emphasis on equities model development
• 5+ years of hands-on programming experience, with strong proficiency in C++ and/or Java, particularly in numerical optimization contexts
• Strong experience with equity or cross-asset Quantitative Investment Strategies (QIS)
• Strong communication skills with the ability to translate complex quantitative concepts into clear, business-relevant insights
• Experience working with volatility surfaces and curve construction (rates, borrow, dividends), ideally implemented in C++
• Proven experience partnering directly with Sales and Trading teams in a Front Office quant capacity
• PhD or equivalent advanced degree in Computer Science, Mathematics, Computational Finance, or a related quantitative discipline

Job Expectations:

• Specific compliance policies may apply regarding outside activities or personal investing; affected employees will be expected to provide information to the Wells Fargo Personal Account Dealing Team and abide by applicable policy requirements if hired. Information will be shared about expectations during the recruitment process.
• This position is subject to FINRA background screening requirements. Candidates must successfully complete and pass a background check prior to hire. In accordance with FINRA rules, individuals who are subject to statutory disqualification are not eligible to be associated with a FINRA-registered broker-dealer. Successful candidates must also meet and comply with ongoing regulatory obligations, which include periodic screening and mandatory reporting of certain incidents.
• Keywords: Quant, Quantitate Model, Model Developer, QIS, Quantitative Investment Strategies, equity derivatives, Desk Quant

Pay Range

Reflected is the base pay range offered for this position. Pay may vary depending on factors including but not limited to demonstrated examples of prior performance, skills, experience, or work location. Employees may also be eligible for incentive opportunities.

Posting End Date:

*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.

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To request a medical accommodation during the application or interview process, visitDisability Inclusion at Wells Fargo.

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Wells Fargo maintains a drug free workplace. Please see our Drug and Alcohol Policy to learn more.

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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.