Algorithmic Trading Strategist

Corporate & Investment Bank (CIB) delivers a comprehensive suite of banking, capital markets and advisory solutions, including a full complement of sales, trading and research capabilities, to corporate, government and institutional clients. We focus on our clients' overall financial needs, with consideration and respect for their total relationship with Wells Fargo.

Markets provides solutions to clients with the means to manage their exposure through various derivatives, lending and cash products across Structured Products Group, Rates, Equities, Foreign Exchange, Municipal Products Group, Credit Sales & Trading.

About this role:

Wells Fargo is seeking a Vice President-level eFX Algorithmic Trading Strategist to help drive the continued evolution of the firm's electronic Foreign Exchange trading business. This role sits at the intersection of quantitative research, algorithmic trading, and software engineering, with responsibility for developing and enhancing the models, algorithms, and analytical frameworks that support pricing, execution, hedging, and risk management across the eFX franchise.

The successful candidate will work closely with traders, model governance partners, and technology teams to design, implement, and optimize pricing models, hedging strategies, execution algorithms, and market-making frameworks. This individual will help drive both strategic innovation and day-to-day trading performance through the application of quantitative methods and robust engineering practices. Learn more about the career areas and lines of business at www.wellsfargojobs.com.

Key Responsibilities

• Develop and enhance quantitative models for electronic FX pricing, skewing, execution, and risk management.
• Design and optimize hedging, inventory management, and market-making strategies across a range of market conditions.
• Research and implement alpha signals, predictive models, and systematic trading strategies.
• Design, backtest, and deploy execution algorithms and trading models in production environments.
• Partner directly with traders to evaluate model performance and translate market insights into trading logic.
• Build simulation, backtesting, and performance attribution frameworks to support strategy development.
• Design, develop, test, and maintain production-quality software supporting pricing, trading, and risk management functions.
• Collaborate with technology teams to deliver scalable, resilient, and maintainable trading systems.
• Partner with Model Risk Management and model review teams throughout the model lifecycle, including development, validation, documentation, monitoring, and remediation.
• Support internal governance, model reviews, and regulatory examinations related to production trading models.
• Drive initiatives from concept through implementation, deployment, and ongoing support.

Required Qualifications:

• 5+ years of Securities Algorithmic Trading experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education

Desired Qualifications:

• 5+ years of experience in electronic trading, quantitative strategy, quantitative research, or algorithmic trading.
• Master's degree or higher in Financial Engineering, Mathematics, Physics, Computer Science, Statistics, Engineering, or a related quantitative discipline.
• Strong understanding of FX markets, market microstructure, liquidity
• Experience working on electronic FX trading desks, market-making systems, or algorithmic execution platforms. Dynamics, and electronic execution.
• Demonstrated experience developing pricing models, hedging frameworks, market-making models, execution algorithms, or systematic trading strategies.
• Deep understanding of pricing, skew management, inventory management, hedging, and liquidity provision.
• Strong software engineering skills with experience building and supporting production trading systems.
• Proven ability to translate quantitative research into scalable, maintainable software solutions.
• Strong programming skills Python, Java, and KDB/Q.
• Experience with software development best practices, including testing, source control, code review, and production support.
• Experience developing statistical models, forecasting models, or machine learning techniques within financial markets.
• Experience with quantitative model governance, validation, and model lifecycle management.
• Familiarity with low-latency architectures, and modern research and back testing frameworks.
• Ability to balance quantitative rigor, engineering excellence, and commercial objectives.

Job Expectations:

• This position is subject to FINRA background screening requirements. Candidates must successfully complete and pass a background check prior to hire. In accordance with FINRA rules, individuals who are subject to statutory disqualification are not eligible to be associated with a FINRA-registered broker-dealer. Successful candidates must also meet and comply with ongoing regulatory obligations, which include periodic screening and mandatory reporting of certain incidents.
• Specific compliance policies may apply regarding outside activities or personal investing; affected employees will be expected to provide information to the Wells Fargo Personal Account Dealing Team and abide by applicable policy requirements if hired. Information will be shared about expectations during the recruitment process

Pay Range
 

Reflected is the base pay range offered for this position. Pay may vary depending on factors including but not limited to demonstrated examples of prior performance, skills, experience, or work location. Employees may also be eligible for incentive opportunities.

$191,000.00 - $305,000.00

Posting End Date:

20 Sep 2026

*Job posting may come down early due to volume of applicants.

We Value Equal Opportunity

Wells Fargo is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other legally protected characteristic.

Employees support our focus on building strong customer relationships balanced with a strong risk mitigating and compliance-driven culture which firmly establishes those disciplines as critical to the success of our customers and company. They are accountable for execution of all applicable risk programs (Credit, Market, Financial Crimes, Operational, Regulatory Compliance), which includes effectively following and adhering to applicable Wells Fargo policies and procedures, appropriately fulfilling risk and compliance obligations, timely and effective escalation and remediation of issues, and making sound risk decisions. There is emphasis on proactive monitoring, governance, risk identification and escalation, as well as making sound risk decisions commensurate with the business unit’s risk appetite and all risk and compliance program requirements.

Applicants with Disabilities

To request a medical accommodation during the application or interview process, visit Disability Inclusion at Wells Fargo.

Drug and Alcohol Policy

Wells Fargo maintains a drug free workplace.  Please see our Drug and Alcohol Policy to learn more.

Wells Fargo Recruitment and Hiring Requirements:

a. Third-Party recordings are prohibited unless authorized by Wells Fargo.

b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process.