**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
+ M...