Vice President Interest Rates Quant Developer

Responsibilities

• Design, build, and enhance pricing and risk analytics for linear and non-linear interest rate products
• Maintain and extend a high-performance C++ quantitative analytics library, including performance optimization and CI/CD integration
• Strengthen quantitative testing frameworks through unit, regression, and integration testing
• Develop scalable trading-desk tools for pricing, risk diagnostics, and P&L explain
• Provide hands-on support to the trading desk, including troubleshooting and model behavior analysis
• Partner with Rates Trading, Technology, and Model Validation teams to deliver production-ready solutions

Requirements

• Experience in quantitative analytics for interest rates or macro products
• Experience working in a front-office, risk, or quantitative development environment
• Master’s or PhD in Mathematics, Physics, Engineering, Computational Finance, or a related technical discipline

Preferred Qualifications

• Strong hands-on development experience in C++ and Python
• Experience building quantitative libraries with modern testing frameworks and CI/CD pipelines
• Solid understanding of interest rate derivative products such as swaps, futures, swaptions, and caps/floors
• Experience with optimization-based and multi-curve pricing engines
• Familiarity with Java and/or SWIG
• Proven experience partnering directly with Sales and Trading as a front-office quant or strat

About the Company

Wells Fargo & Company is a leading financial services company with approximately $2.1 trillion in assets, providing a diversified set of banking, investment, and mortgage products and services across consumer, commercial, and investment banking segments.