Executive Director, Front Office Cross Asset Quant

Corporate & Investment Bank (CIB) delivers a comprehensive suite of banking, capital markets and advisory solutions, including a full complement of sales, trading and research capabilities, to corporate, government and institutional clients. We focus on our clients' overall financial needs, with consideration and respect for their total relationship with Wells Fargo.

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

About this role:

The Senior Lead Securities Quantitative Analytics Specialist is an Executive Director level role within the Corporate & Investment Banking organization (CIB) and will focus on cross asset analytics within our front office quant organization. Learn more about the career areas and lines of business at www.wellsfargojobs.com.

In this role, you will:

• Specify and coordinate the delivery of analytics required for FRTB implementations across lines of businesses in the Markets division. This involves, among other tasks, specifying the necessary framework to support capital calculations across Lines of businesses.
• Coordinate the implementation of cross-asset analytics involving quant and IT teams.
• Collaborate with Data Analytics and Model Governance teams to ensure adequate methodologies and governance processes.
• Coordinate and supervise the testing of model analytics between Quants, Tech, Finance teams and traders.
• Ensure adequate model documentation for cross-asset models including capital implementations.
• Ensure consistent documentation of cross-asset model testing across Lines of Businesses.
• Coordinate with Model Validation teams to secure validation of cross-asset models
• Frequently communicate with Project Managers and other stakeholders to provide progress status and obtain direction
• Consistently learn new systems, applications, processes and techniques.

Required Qualifications:

• 7+ 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:

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Job Expectations:

• 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.
• 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.

The successful candidate is to assume a front office Quant role to closely support regulatory capital initiatives in the Markets division. In particular, this Quant needs to have experience in driving the implementation of US NPR Capital Requirements (both the Internal Modelling Approach as well as the Standardized Approach) in a front office trading context, ideally combined with derivatives pricing and risk management experience. This Quant would be working closely with other quants in Risk Analytics, Rates, FX, Equity, Commodity and  XVA lines of business in order to design, implement, test and document, and secure validation of models used for FRTB IMA and SA calculations and analysis. He/she would be in close contact with the broader Quant team, traders, IT developers, Risk, and Finance teams to ensure best practice and coherent implementation.

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.

$215,000.00 - $355,000.00

Posting End Date:

1 Jul 2026

*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.

Applicants with Disabilities

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

Drug and Alcohol Policy

 

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

Wells Fargo Recruitment and Hiring Requirements:

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.