Vice President, Algorithmic Trading and Segregated Execution – FX Algos

About this role: Wells Fargo is seeking a VP-level Algorithmic Trading and Segregated Execution professional within the Cross Asset Electronic Trading Group. This candidate will sit on the Algorithmic Trading and Segregated Execution desk and work closely with the Product, Quant Strategy, Systematic Market Making, and Linear FX trading teams, as well as Sales and the COO organization, to design, calibrate, and operate FX execution algorithms and to support the ongoing build-out of the desk’s algo suite — including the potential extension of coverage into Rates (U.S. Treasury) algos. This candidate will be required to work closely with Markets Macro stakeholders. The Algorithmic Trading and Segregated Execution desk operates independently from principal risk-taking, executing client orders across FX (and, prospectively, Rates) via a suite of execution algorithms — including TWAP, POV/inline, implementation shortfall, and iceberg/passive strategies — while ensuring adherence to information barrier policies, best execution standards, and applicable regulatory codes of conduct. An ideal candidate will be able to engage across the spectrum of responsibilities below: Design, calibrate, and maintain FX execution algorithm parameters — scheduling, child-order sizing, time-in-force guardrails, aggression/sensitivity settings, passive placement, reposting cadence, and would-price/would-quantity logic Support the build-out and potential expansion of the algo suite into Rates (U.S. Treasury) products, partnering with Quant Strategy and Product on strategy design and calibration Operate the segregated execution desk, maintaining independence from principal trading and ensuring adherence to information barrier and best-execution policies Partner with Product and Quant teams on algo parameter testing, UAT, and production validation prior to release Monitor algo execution quality via transaction cost analysis — markouts, slippage, fill rates, and venue performance — and translate findings into parameter refinements Troubleshoot production issues across order routing, OMS, and algo logic, and effectively communicate root cause and remediation to clients, sales, and trading Understand the integration and onboarding of algo clients, including platform connectivity and liquidity/venue configuration Maintain strong knowledge of FX (and prospectively Rates) market structure, execution methodologies, and electronic trading channels Collaborate with Systematic Market Making, Linear FX, and Macro trading desks on liquidity provision and how algos interact with internalized flow Support onboarding of new venues and liquidity providers into algo routing logic Ensure adherence to compliance, governance, regulations, and policies, including the FX Global Code and applicable algo governance frameworks Be part of a global team supporting a 24hr/5.5 business Experience working with Multi-Dealer Trading Platforms and Fin Tech providers of pre- and post-trade solutions Familiarity with general OMS workflows Provide technical and business support to internal stakeholders on algo functionality and performance Validation/testing of new algo strategies and trading tools prior to release to production Strong communication skills, including the ability to explain algo behavior and production issues at the right level for the audience Ensure business and technology impacts related to market structure changes are coordinated and communicated across each line of business In this role, you will: Work closely with global teams to design, calibrate, and improve FX (and prospectively Rates) execution algorithm performance. Work closely with 3rd-party vendors and internal technology partners to resolve production issues and scope algo/system enhancements. Review and analyze complex execution data — fills, slippage, venue performance — to refine algo parameters and improve execution quality. Complete work in accordance with all risk management, compliance,