Offices at Wells Fargo

The Front Office Interest Rates Quant Developer will implement various financial models, focusing on mortgage prepayment models in C++. Responsibilities include API integration, version management, and maintaining comprehensive testing and documentation.

Front-office quant role designing and implementing interest-rate and hybrid product models (SABR, Cheyette, Quadratic Gaussian), building pricing and risk analytics, migrating Excel tools to Python, integrating models into production for PL and risk, and providing desk support and collaboration with traders, tech, and validation teams.

The role involves overseeing transaction reporting processes, ensuring compliance with regulations, managing exceptions, and collaborating with stakeholders for reporting accuracy and improvement.