Quant Developer

Job Description

The applicant will work in New York supporting the Core Analytics Quant Team, developing, testing, documenting, and using pricing and risk models. The applicant will also work with IT and the middle office, helping them to use the models and to integrate them into various systems. The applicant will also work with the Model Validation team to have the desk’s models validated in an efficient and timely manner. Strong programming, mathematical and communication skills are required. The applicant will join a diverse team of Quants covering Fixed Income, Credit derivatives and Core Analytics, located in NYC.

Team members 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.

Required Qualifications

  • 5+ years of experience in capital markets, industry experience within the specific sector of the position, or a combination of both
  • 2+ years of Python experience
  • 8+ years of C++ experience

Desired Qualifications

  • Excellent verbal, written, and interpersonal communication skills
  • A Master’s degree or higher in science or technology
  • 4+ years of capital markets experience
  • 2+ years of Linux experience
  • 1+ year of SQL experience

Other Desired Qualifications

  • 2+ years using Jenkins/GIT or similar technologies
  • 4+ years of experience in Capital Markets IT or Quant
  • 2+ years of experience with analytics for derivatives pricing
  • Masters in Computer Science, Math, or Computational Finance or similar hard science field
  • Basic understanding of derivatives pricing models
  • Excellent verbal and written communications skills, including the ability to communicate well with non-technical team members


All offers for employment with Wells Fargo are contingent upon the candidate having successfully completed a criminal background check. Wells Fargo will consider qualified candidates with criminal histories in a manner consistent with the requirements of applicable local, state and Federal law, including Section 19 of the Federal Deposit Insurance Act.

Relevant military experience is considered for veterans and transitioning service men and women.

Wells Fargo is an Affirmative Action and Equal Opportunity Employer, Minority/Female/Disabled/Veteran/Gender Identity/Sexual Orientation.


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