Vice President Interest Rates Quant Developer (Front Office) in London
Vice President Interest Rates Quant Developer (Front Office)

Vice President Interest Rates Quant Developer (Front Office) in London

London Full-Time 80000 - 120000 £ / year (est.) No home office possible
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At a Glance

  • Tasks: Design and enhance pricing models for interest rate products in a dynamic front-office environment.
  • Company: Join Wells Fargo, a leader in Corporate & Investment Banking with a collaborative culture.
  • Benefits: Competitive salary, diverse opportunities, and a focus on professional growth.
  • Other info: Work closely with trading teams and enjoy excellent career advancement opportunities.
  • Why this job: Make a real impact by developing next-gen quantitative risk and trading platforms.
  • Qualifications: Experience in quantitative analytics and strong C++ and Python skills required.

The predicted salary is between 80000 - 120000 £ per year.

About this role: Wells Fargo is seeking a Vice President, Interest Rates Quant Developer to join the Corporate & Investment Banking (CIB) organization. This role sits within a front-office quantitative team responsible for developing and enhancing advanced models and tools supporting the pricing, risk management, and trading of interest rate products across linear and non-linear markets. The successful candidate will contribute to a strategic, firm-wide initiative to build a next-generation, cross-asset quantitative risk and trading platform. The role requires close collaboration with Rates Trading, Technology, and cross-asset Quantitative teams, and offers direct exposure to front-office decision-making.

In this role, you will:

  • Design, build, and enhance pricing and risk analytics for linear and non-linear interest rate products, including curve construction and volatility surface calibration for trading and risk management.
  • Maintain and extend a high-performance C++ quantitative analytics library, with responsibility for robustness, testing, performance optimisation, object serialisation, and CI/CD integration.
  • Strengthen the quantitative testing framework by expanding unit, regression, and integration tests, and automating ongoing model performance and stability monitoring.
  • Develop scalable trading-desk tools supporting pricing, risk diagnostics, P&L explain, and ad-hoc quantitative analysis.
  • Provide hands-on support to the trading desk, including troubleshooting, enhancements, and analysis of model behaviour.
  • Partner closely with Rates Trading, Sales & Trading, Technology, Model Validation, and Project Management teams to deliver robust, production-ready solutions.

Required Qualifications:

  • Experience in quantitative analytics for interest rates or macro products, gained in a front-office, risk, or quantitative development environment.

Desired Qualifications:

  • Strong hands-on development experience in C++ and Python.
  • Experience building and maintaining quantitative libraries with modern testing frameworks and CI/CD pipelines (e.g. Jenkins).
  • Experience with Java and/or SWIG is a plus.
  • Solid understanding of interest rate derivative products and markets, including swaps, futures, swaptions, and caps/floors; experience with exotics is an advantage.
  • Experience with optimisation-based and multi-curve pricing engines.
  • Familiarity with instrument and index conventions across developed and/or emerging markets.
  • Proven experience partnering directly with Sales and Trading as a front-office quant or strat.
  • Excellent verbal, written, and interpersonal communication skills, with the ability to explain complex quantitative concepts clearly.
  • Master’s or PhD in Mathematics, Physics, Engineering, Computational or Quantitative Finance, or a related technical discipline.

Vice President Interest Rates Quant Developer (Front Office) in London employer: WELLS FARGO BANK

Wells Fargo is an exceptional employer, offering a dynamic work environment where innovation and collaboration thrive. As a Vice President, Interest Rates Quant Developer, you will be at the forefront of developing cutting-edge quantitative models and tools, with ample opportunities for professional growth and direct engagement with front-office decision-making. The company fosters a culture of inclusivity and support, ensuring that employees are empowered to excel while contributing to a strong risk management framework.
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Contact Detail:

WELLS FARGO BANK Recruiting Team

StudySmarter Expert Advice 🤫

We think this is how you could land Vice President Interest Rates Quant Developer (Front Office) in London

✨Tip Number 1

Network like a pro! Reach out to folks in the industry, especially those at Wells Fargo or similar firms. A friendly chat can open doors and give you insights that job descriptions just can't.

✨Tip Number 2

Prepare for those tricky technical interviews! Brush up on your C++ and Python skills, and be ready to discuss your experience with quantitative analytics. Practice explaining complex concepts in simple terms – it’ll impress the interviewers!

✨Tip Number 3

Showcase your projects! If you've built any tools or models, bring them up during your interview. Having tangible examples of your work can really set you apart from other candidates.

✨Tip Number 4

Don’t forget to apply through our website! It’s the best way to ensure your application gets seen. Plus, we love seeing candidates who are proactive about their job search.

We think you need these skills to ace Vice President Interest Rates Quant Developer (Front Office) in London

Quantitative Analytics
C++ Development
Python Development
Quantitative Libraries
CI/CD Pipelines
Interest Rate Derivative Products
Multi-Curve Pricing Engines
Testing Frameworks
Communication Skills
Troubleshooting
Risk Management
Performance Optimisation
Model Validation
Collaboration with Sales and Trading

Some tips for your application 🫡

Tailor Your CV: Make sure your CV is tailored to highlight your experience in quantitative analytics, especially in interest rates or macro products. We want to see how your skills align with the role, so don’t be shy about showcasing relevant projects and achievements!

Craft a Compelling Cover Letter: Your cover letter is your chance to shine! Use it to explain why you’re passionate about this role and how your background makes you a perfect fit. We love seeing enthusiasm and a clear understanding of what we do at StudySmarter.

Showcase Your Technical Skills: Since this role involves C++ and Python, make sure to highlight your hands-on development experience in these languages. If you've worked with CI/CD pipelines or quantitative libraries, let us know! We’re keen on seeing your technical prowess.

Apply Through Our Website: We encourage you to apply through our website for a smoother application process. It helps us keep track of your application and ensures you don’t miss out on any important updates from us!

How to prepare for a job interview at WELLS FARGO BANK

✨Know Your Quantitative Stuff

Make sure you brush up on your knowledge of interest rate products and quantitative analytics. Be ready to discuss specific models you've worked on, especially in relation to pricing and risk management. This role is all about demonstrating your expertise, so don’t hold back!

✨Show Off Your Coding Skills

Since C++ and Python are key for this position, be prepared to talk about your hands-on development experience. Bring examples of projects where you’ve built or maintained quantitative libraries, and if possible, mention any CI/CD pipelines you've worked with. They’ll want to see your technical chops in action!

✨Communicate Clearly

You’ll need to explain complex concepts to various teams, so practice articulating your thoughts clearly and concisely. Think about how you can break down intricate quantitative ideas into simpler terms. Good communication can set you apart from other candidates.

✨Collaborate Like a Pro

This role involves working closely with different teams, so highlight your experience in cross-functional collaboration. Share examples of how you’ve partnered with trading desks or technology teams in the past. Showing that you can work well with others will demonstrate your fit for the front-office environment.

Vice President Interest Rates Quant Developer (Front Office) in London
WELLS FARGO BANK
Location: London

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