Front Office Quant-Strategic Risk Quantitative Developer

About this role:

The Senior Lead Securities Quantitative Analytics Specialist is an Executive Director level role within the Corporate & Investment Banking organization (CIB). The successful candidate will focus on Vasara development. Vasara is the next generation risk platform for the CIB. It is an ambitious, green field initiative to consolidate the bank's disparate risk systems into one cohesive, cross-asset platform that provides front-line risk management capabilities, risk calculations to second-line functions, and ‘books and records’ valuations and PnL explains to Finance. Additional goals include the ability to provide ticking PnL and risk reporting for trading desks and their management, advanced market risk calculations including full-revaluation VaR, and capital calculations for internal risk management and regulatory requirements such as FRTB-SA. The solutions will be tailored to practical needs, but expected to be asset agnostic, so that we achieve maximum consistency and re-usability.

Essential duties and responsibilities include:

• Effectively communicate and partner with Business Stakeholders, other Quant Teams, Technology and Project Management
• Integrate pricing and risk analytics in collaboration with other Quants, providing expertise in software design, implementation and performance optimization
• Deliver high-quality software and documentation following our standardized planning and Agile-based SDLC process

In this role, you will:

• Proactively participate in complex software design & development activities within an Agile environment
• Contribute to large-scale project planning, balancing short and long-term objectives
• Use quantitative and advanced technologies to solve complex business problems
• Meet deliverables while adhering to policies, procedures, and compliance requirements
• Collaborate and consult with peers, colleagues, and project managers to resolve issues and achieve goals
• Effectively communicate with and build consensus with all project stakeholders
• Serve as a mentor for less experienced staff

Required Qualifications:

• 7+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education

Desired Qualifications:

• 7+ years of hands-on coding experience, Java and C++ are most relevant with emphasis on functional programming
• 7+ years of derivative product and market experience in one or more of the following areas: rates, foreign exchange, credit, equities and commodities
• Excellent verbal, written, and interpersonal communication skills
• Experience with asynchronous event driven or reactive programming architectures
• Master's degree or equivalent in computer science, computational finance or mathematics

Pay Range
 

Reflected is the base pay range offered for this position. Pay may vary depending on factors including but not limited to achievements, skills, experience, or work location. The range listed is just one component of the compensation package offered to candidates.

Posting End Date:

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

We Value Diversity

At Wells Fargo, we believe in diversity, equity and inclusion in the workplace; accordingly, we welcome applications for employment from all qualified candidates, regardless of race, color, gender, national origin, religion, age, sexual orientation, gender identity, gender expression, genetic information, individuals with disabilities, pregnancy, marital status, status as a protected veteran or any other status protected by applicable law.

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.

Candidates applying to job openings posted in US: 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.

Applicants with Disabilities

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

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

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