About this role:

Wells Fargo is seeking an Associate, QIS desk quant to join Corporate & Investment Banking within Global Markets. 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. Learn more about our career areas and lines of business at .

In this role, you will:

• Participate in less complex initiatives and identify opportunity for process improvements within Securities Quantitative Analytics, focusing on QIS business.
• Develop automated trading algorithms or create cutting-edge derivative pricing models and empirical models to provide insight into market behavior
• Combine mathematical programming and market expertise to build and generate systematic strategies
• Review and analyze basic business, operational, or technical assignments or challenges that require evaluation, and a selection of alternatives
• Exercise independent judgment to guide medium risk deliverables
• 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
• Present recommendations for resolving more complex situations
• Exercise independent judgment while developing expertise in the Securities Quantitative Analytics
• Collaborate and consult with colleagues, internal partners, and stakeholders
• Play an integral role to the trading floor

Required Qualifications:

• 2+ 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:

• 2+ years working in as a front office desk quant with an emphasis on equities model development
• 2+ 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.