דרושים Cfo Equities Division ב-Wells Fargo ב-United States, New York

About this role:

The Lead Equities Data Platform Engineer will support the Equities Low Touch Technology group to drive the continued build out of the Low Touch Data Hub and next generation Equity Data Analytics platform for all Equities Front Office trading groups.

In this role, you will:

• Lead complex initiatives on selected domains
• Ensure systems are monitored to increase operational efficiency and managed to mitigate risk
• Define opportunities to maximize resource utilization and improve processes while reducing cost
• Lead, design, develop, test and implement applications and system components, tools and utilities, models, simulation, and analytics to manage complex business functions using sophisticated technologies
• Resolve coding, testing and escalated platform issues of a technically challenging nature
• Lead team to ensure compliance and risk management requirements for supported area are met and work with other stakeholders to implement key risk initiatives
• Mentor less experienced software engineers
• Collaborate and influence all levels of professionals including managers
• Lead team to achieve objectives
• Partner with production support and platform engineering teams effectively

Required Qualifications:

• 5+ years of Specialty Software Engineering experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
• 2+ years of Java development experience
• 2+ years of python experience
• 2+ years of kafka experience

Desired Qualifications:

• Kafka Streaming subject matter experience
• Equities Data Analytics experience
• Docker/Kubernetes experience
• Data Pipeline buildout
• Experience with Data querying, extracting, reporting
• Experience in other database platforms (e.g., Time Series DBs like DeepHaven, kdb+, OneTick, etc., MongoDB, Hadoop, NoSQL, etc.) would be helpful
• Advanced experience in capital markets business and processes
• Experience developing multi-tiered, low latency, highly reliable, applications
• Experience in Core Java development with expert understanding of memory management, concurrency, native I/O.
• Cash Equities, Global Markets trading - trade workflow knowledge, FIX experience (if no Equities, FX or FIC trading data experience would also help)

Job Expectations:

• Ability to work on-site at posted location
• Relocation assistance is not available for this position.
• Visa Sponsorship is not available for this position.

Pay Range

Wells Fargo Recruitment and Hiring Requirements:

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

In this role, you will:

• Lead all aspects of the Equities Finance team including financial planning, financial reporting, and balance sheet and capital management
• Develop and execute financial strategies to drive growth, efficiency, and profitability across all Equities businesses
• Act as a key partner to the Equities business and provide Finance leadership across all day-to-day aspects of the business
• Develop presentations and analyses in support of business reviews and strategic discussions with management
• Plan financial performance with the desks; connect the usage of financial, tech and human resources with revenue to assess returns and define the strategic plan
• Lead detailed review of direct and indirect expenses, headcount; identify and track expense initiatives
• Support the desks developing new products and business initiatives through profitability review
• Leadership skills: The ability to lead large, cross-functional teams, influence senior stakeholders, and communicate complex financial concepts effectively is critical.
• Strategic mindset: Needs to be a strategic, results-driven thinker who can balance day-to-day execution with long-term vision.
• Adaptability: Must be comfortable navigating ambiguity and adapting to a constantly changing market and regulatory environment.

Required Qualifications:

• 8+ years of Finance experience or equivalent experience demonstrated through one or a combination of the following: work experience, training, military experience, education
• 4+ years of management or leadership experience

Desired Qualifications:

• Experience as an Equities CFO, or experience driving financial and/or risk analysis for Equities desks
• Understanding of Equities
• Effective communicator and experience presenting to management
• Experience in developing financial projections to support strategic decisions and initiatives
• Strong leadership skills with a demonstrated ability to influence outcomes
• Strong analytical skills with high attention to detail and accuracy
• Outstanding problem solving skills
• Ability to perform in a demanding environment

Specific compliance policies may apply regarding outside activities and/or personalinvesting; affectedemployees 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

Wells Fargo Recruitment and Hiring Requirements:

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

About this role:

Essential duties and responsibilities include:

• Lead the design, development, and implementation of quantitative models for equity risk management, trading strategies, and pricing of equity products.
• Develop, integrate, and deploy pricing and equity volatility surface models in collaboration with other Quants, providing expertise in relevant software design, implementation and performance optimization.
• Effectively communicate and partner with Business Stakeholders, other Quant Teams, Technology and Project Management
• Deliver high-quality software and documentation following our standardized planning and Agile-based SDLC process.

In this role, you will:

• Manage, develop and mentor a team of quantitative analysts, providing guidance and support on technical aspects
• Proactively participate in complex software design & development activities within an Agile environment
• Contribute to large-scale project planning initiatives, 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

Required Qualifications:

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

Desired Qualifications:

• 8+ years of derivative product and market experience in one or more of the following areas: Equities (some experience in rates and corporate bond/credit areas is a plus)
• 8+ years of hands-on coding experience, C++ is most relevant, with an emphasis on financial modeling and numerical optimization
• 4+ years of management experience at the relevant level with direct reports responsible for annual reviews, employee production, staffing and recruitment
• Excellent verbal, written, and interpersonal communication skills with the ability to effectively communicate complex technical concepts to both technical and non-technical audiences
• Demonstrated ability to recruit, lead, mentor, and manage a team of quantitative analysts.
• Experience with optimization-based curve construction ideally in C++
• Extensive experience with Sales and Trading partners as a front office quant manager
• Master's or higher degree or equivalent in computer science, computational finance, mathematics or similar technical fields.

• Keywords: Equity, Derivatives, Equities, Quant, Quantitative Model, Managing Director, Markets, Trade, CIB, Front Office, Strat

Pay Range

Wells Fargo Recruitment and Hiring Requirements:

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

risk management, trading, and pricing with focus on areas like forecasting, optimization, and risk mitigation. This is part of a strategic initiative to build new models that will be integrated into a holistic markets quantitative risk and trading platform. Specific work will be spearheaded by the Front Officegroup but will be integrated into a cross asset-class platform within CIB.

In this role, you will:

• Proactively participate in the design, development, and implementation of quantitative models for equities risk management, trading strategies, and pricing of equity derivatives products within an Agile environment.
• Contribute to the development, integration, and deployment of optimization-based curve construction, collaborating with other Quants to provide expertise in software design, implementation, and performance optimization.
• Apply quantitative and advanced technologies to solve complex businessproblems relatedto equities trading and risk, ensuring solutions are robust and well-documented.
• Collaborate and consult with Business Stakeholders, other Quant Teams, Technology, and Project Management to effectively communicate model details, resolve issues, and achieve project goals.
• Deliver high-quality software anddocumentation followingstandardized planning and Agile-based SDLC processes, ensuring models are well-supported and maintainable.
• Support the trading desk by addressing questions about deployed models and providing insights into model behavior.
• Meet deliverables while adhering to policies, procedures, and compliancerequirements relatedto model risk management and regulatory standards.
• Contribute to large-scale project planning, balancing short-term objectives with long-term strategic goals for the quantitative modeling framework.
• Effectively communicate with and build consensus with all project stakeholders, ensuring alignment on model development and deployment strategies.

Required Qualifications:

• 5+ 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:

• 5+ years of hands-on coding experience, C++ and Java are most relevant, with an emphasis on numerical optimization
• 5+ years of derivative product and market experience in one or more of the following areas: rates and foreign exchange
• Excellent verbal, written, and interpersonal communication skills
• Experience with volatility surfaces, rate, borrow and dividend curves, ideally in C++
• Experience with Sales and Trading partners as a front office quant
• PhD degree or equivalent in computer science, computational finance or mathematics

Job Expectations:

• Ability to work outside of regular business hours
• This position is subject to FINRA Background Screening Requirements, including successful completion and clearing of a background check. Internal transfers are subject to compliance with 17 CFR 240.17f-2 of the Securities Exchange Act of 1934 and FINRA Bylaws, Article III, Section 3, which states that Associated Persons should not be subject to statutory disqualification Successful candidates must also meet ongoing regulatory requirements including additional screening and are required to report 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.

Posting Location:

• 500 West 33rd St. - New York, New York 10001

Wells Fargo Recruitment and Hiring Requirements:

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

• Analyze large datasets related to equities to uncover trends, risks, and opportunities.
• Develop and maintain dashboards and reportsusing Tableau/PowerBI to support sales/trading, risk, and strategy teams.
• Write efficient andscalable SQL queriesto extract and manipulate data from complex databases.
• Build and automate analytical tools and modelsusing Python forforecasting and performance analysis.
• Collaborate withsalespeople, traders, quants, and technology teams to understand data needs and deliver actionable insights.
• Present findings and recommendations to senior stakeholders in a clear and compelling manner.

• 7+ years of Analytics, Reporting, Financial Modeling or Statistics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education

• 5+ years of experience in a data analytics role withinsales & trading, or investment banking to Corporate & Investment Banking, investment banking, asset management, or a major financial institution.
• Strong understanding of equities traded products.
• Proficiencyin Python, SQL,and Tableau/PowerBI is required.
• Experience working with large financial datasets and market data providers (e.g., Bloomberg, Refinitiv).
• Solid grasp of financial concepts and risk metrics.
• Excellent communication and presentation skills.
• Bachelor’s or Master’s degree in Finance, Economics, Computer Science, Mathematics, or a related field.
• Experience at a top-tier investmentbank or globalfinancial institution.
• Real life applicability of leveraging AI to enhance performance.

Wells Fargo Recruitment and Hiring Requirements:

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

In this role, you will:

• Collaborate and consult with peers, colleagues, and project managers to resolve issues and achieve goals
• Contribute to large-scale project planning, balancing short and long-term objectives
• Effectively communicate with and build consensus with all project stakeholders
• Develop, integrate, and deploy optimization-based curve construction in collaboration with other Quants, providing expertise in relevant software design, implementation and performance optimization
• Deliver high-quality software and documentation following our standardized planning and Agile-based SDLC process
• Proactively participate in complex software design & development activities within an Agile environment
• Provide vision, direction and expertise to more experienced leadership on implementing innovative and significant business solutions that are large-scale cross-functional or companywide strategies
• Design, development, and implementation of quantitative models forEquitiesrisk management, trading strategies, and pricing ofequity derivativesproducts
• Effectively communicate and partner with Business Stakeholders, other Quant Teams, Technology and Project Management
• Work constructively in collaboration with business, model development, model validation, and information technology
• Support the trading desk with questions about deployed models.

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, C++ and Java are most relevant, with an emphasis on numerical optimization
• 7+ years of derivative product and market experience in one or more of the following areas: rates and foreign exchange
• Excellent verbal, written, and interpersonal communication skills
• Experience with volatility surfaces, rate, borrow and dividend curves, ideally in C++
• Experience with Sales and Trading partners as a front office quant
• PhD degree or equivalent in computer science, computational finance or mathematics

Job Expectations:

• Ability to work outside of regular business hours
• This position is subject to FINRA Background Screening Requirements, including successful completion and clearing of a background check. Internal transfers are subject to compliance with 17 CFR 240.17f-2 of the Securities Exchange Act of 1934 and FINRA Bylaws, Article III, Section 3, which states that Associated Persons should not be subject to statutory disqualification Successful candidates must also meet ongoing regulatory requirements including additional screening and are required to report 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.

Posting Location:

• 500 West 33rd St. - New York, New York 10001

Pay Range

Wells Fargo Recruitment and Hiring Requirements:

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

About this role:

The candidate will have to collaborate with front office trading, risk oversight, technology, and model governance functions ensuring requirements are met and governance is adhered to. He/she will possess high quality communications skills both written and verbal in order to socialize the approaches and highlight progress and issues in need of support.

Essential duties and responsibilities include:

• Design, development, and implementation of quantitative models for Equities risk management, trading strategies, and pricing of equity derivatives products.
• Develop, integrate, and deploy optimization-based curve construction in collaboration with other Quants, providing expertise in relevant software design, implementation and performance optimization.
• Effectively communicate and partner with Business Stakeholders, other Quant Teams, Technology and Project Management
• Deliver high-quality software and documentation following our standardized planning and Agile-based SDLC process.
• Support the trading desk with questions about deployed models.

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

Required Qualifications:

• 5+ 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:

• 5+ years of quantitative development experience
• 4+ yearsequity derivativesmodeling and model implementation.
• 4+ years of front office derivatives Quant model experience
• Team player with excellent verbal and written and interpersonal communication skills
• Strong experience in derivatives modeling and implementation, especiallyin equities and equity derivatives.
• Experience working with Sales and Trading partners as a front office quant
• Solid knowledge of financial mathematics, particularly, stochastic calculus, Monte-Carlo and other numerical methods.
• Strong hands-on programming skills in C++ and Python, and proficient in the model implementation.
• Delivery focused with experience partnering with technology to deploy models within a system.
• Ability to work on multiple projects and effectively organize tasks, manage time, set priorities and meet deadlines.
• Strong interest in financial markets and willingness to provide practical solutions for the business stakeholders.
• Experience with model documentation and model validation.
• Demonstrated experience in successfully collaborating with others in a change driven environment.
• PhD degree or equivalent in computer science, computational finance or mathematics

Pay Range

Wells Fargo Recruitment and Hiring Requirements:

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