Wells Fargo is seeking a Vice President, Front Office Interest Rates Quant to join the Corporate & Investment Banking (CIB) division.In this role, you will be part of a front‑office quantitative team responsible for designing, developing, and implementing advanced models that support the risk management, pricing, and trading of interest rate products.You will work across a wide range of linear and non‑linear rates products, including structured rates and hybrid instruments, with a particular focus on term‑structure and volatility modelling frameworks.This includes methodologies such as SABR, single‑ and multi‑factor Cheyette models, and Quadratic Gaussian models.This position plays a key role in a strategic initiative to develop next‑generation quantitative models and integrate them into a unified, cross‑asset risk and trading platform.Success in the role requires close partnership with traders, technology teams, and quantitative specialists across asset classes.Key Responsibilities: Design, develop, and implement quantitative models for linear and nonlinear interest‑rate products, structured rates and hybrids for desk pricing and risk management.Build and enhance pricing and risk analytics, including curve construction and volatility cube calibration for trading and risk‑management applications.Deliver arbitrage free SABR with wing extension for risk management of swaptions and CMS.Develop and calibrate stochastic term structure models like single and multifactor Cheyette or Quadratic Gaussian in a multi-curve framework.Transition to new optimization-based curve engine.Deliver high-quality models and code, model documentation and testing.Production integration of models for daily PL, Risk, PL explains and into spreadsheet tools.Provide model support to the trading desk, including troubleshooting and enhancements.Partner effectively with Business Stakeholders, Sales & Trading, Technology, Model Validation and Project Management teams.Required Qualifications: Experience in quantitative analytics for interest rate / macro products or equivalent.Experience in Securities Quantitative Analytics, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education.Desired Qualifications: Strong hands-on coding experience in C++ and Python.Experience with Java is a plus.Deep understanding of derivative products and markets, particularly in interest rates.Experience with modeling, calibration, risk management and pricing of linear and structured rates products: swaps, rates and bond futures, swaptions including non standard (zero coupon, accreters), cap/floor, Bermudan callables, CMS, CMS spread, range accrual, cross currency swaps, inflation and hybrids Expertise in term structure modeling, stochastic funding and volatility modeling, including SABR, Cheyette, Quadratic Gaussian, and related frameworks (LGM, BGM, HW model) for single and cross currency.Experience with optimization‑based curve engine or designing hedge curve risk templates.Familiarity with instrument and index market conventions across developed or emerging markets.Proven experience working with Sales and Trading as a front office quant.Excellent verbal, written, and interpersonal communication skills.Master's or PhD in Mathematics, Physics, Engineering, Computational or Quantitative Finance or a related technical field.Experience in FX options or hybrids.