Wells Fargo Front Office Quant– Strategic Risk Quantitative Developer - Director 

United States, New York, New York 

143874314

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

$173,300.00 - $359,900.00

14 Mar 2025

Wells Fargo Recruitment and Hiring Requirements:

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