Wells Fargo · 7 hours ago
Vice President - eRates Algorithmic Trading Strategist - Client Analytics & Optimization
Wells Fargo is a leading corporate and investment bank that provides a comprehensive suite of banking, capital markets, and advisory solutions. They are seeking a Vice President-level eRates Algorithmic Trading Strategist to develop data-driven trading strategies for electronic Rates trading, focusing on client optimization and pricing analytics.
BankingFinancial ServicesFinTechInsurancePayments
Responsibilities
Implement a client-centric algorithmic data strategy for eRates, with a focus on execution optimization, price differentiation, and systematic liquidity provisioning
Partner with modeling strats/quants to design and implement client-centric pricing and execution strategies, leveraging market microstructure and behavioral analytics
Help drive the algo data strategy for eRates, focusing on client optimization, execution quality, and systematic liquidity provisioning
Work closely with curve modeling quants and non-eTrading stakeholders to align how data is utilized across pricing, risk, and client engagement workflows
Research and prototype client optimization methods, client alpha signals, and differentiated pricing frameworks
Collaborate closely with technology partners to translate client optimization ideas into scalable, low-latency solutions-ensuring data-driven strategies are effectively implemented and integrated into the trading infrastructure
Maintain and enhance libraries of research, analytics, signals, reports, trading dashboards, simulation tools, and performance diagnostics
Produce actionable insights and visualizations for trading, sales, and senior stakeholders
Champion the use of data as a strategic asset-integral to business growth, client engagement, and revenue generation
Qualification
Required
5+ years of Securities Algorithmic Trading experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
Preferred
5+ Years proven track record in Rates electronic trading with a strong emphasis on leveraging market microstructure and client data to drive execution quality, price differentiation, and alpha generation
Master's degree or higher in Financial Engineering or a related quantitative discipline (e.g., Mathematics, Physics, Computer Science, Engineering)
Proven ability to design and deploy client-focused execution strategies within low-latency trading environments
Deep understanding of trading signal generation, client-driven alpha discovery, and backtesting frameworks-including techniques for extracting insights from noisy, high-volume data to improve pricing and execution
Experience applying client optimization learning techniques, including behavioral modeling, adaptive pricing, and execution feedback loops
Familiarity with PnL attribution frameworks to assess strategy performance and client impact
Strong programming skills in Python (Pandas, NumPy, SciPy, Scikit-learn), KDB/Q (PyKx, embedpy), and Java/Groovy for low-latency infrastructure
Ability to collaborate across trading, quant, and technology teams to deliver scalable, production-grade solutions
Excellent communication skills with a track record of translating complex analytics into actionable business insights
Benefits
Health benefits
401(k) Plan
Paid time off
Disability benefits
Life insurance, critical illness insurance, and accident insurance
Parental leave
Critical caregiving leave
Discounts and savings
Commuter benefits
Tuition reimbursement
Scholarships for dependent children
Adoption reimbursement
Company
Wells Fargo
Wells Fargo & Company is a financial services firm that provides banking, insurance, investments, and mortgage services.
Funding
Current Stage
Public CompanyTotal Funding
unknown1978-10-06IPO
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