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

United States, New York, New York 

528174834

About this role:

Vasara is a joint venture between Technology and Quants, and you will be working within the Quant organization, with a focus on specific risk management and pricing solutions for our trading partners. 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:

• Partnership with Technology teams to enhance and improve the capabilities of the new strategic valuation and risk platform
• Integration of pricing and risk analytics in collaboration with other quant teams, providing expertise in design and implementation issues
• Effective communication and collaboration with Business Stakeholders, other Quant Teams, Technology Partners, and Project Management
• Analyze performance, propose remedial or optimization plans, and ensure execution to enhance the new strategic valuation and risk platform for the securities businesses
• Consistently deliver high-quality software and documentation in an Agile SDLC

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 technological techniques to solve complex business problems
• Meet deliverables while leveraging solid understanding of 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:

• 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, Java and C++ are most relevant
• 5+ years of derivative product and market experience in one or more of the following areas: rates, foreign exchange, credit, equities and commodities
• 4+ years of Java experience with emphasis on functional programming
• 3+ years of C++ experience
• Experience with asynchronous event driven or reactive programming architectures
• Experience interpreting and solutioning for risk
• Excellent verbal, written, and interpersonal communication skills
• Master's degree or higher in computer science or finance/mathematics

Keywords: Athena, Quartz, Vasara, Market Risk, SecDB, C++, Quant, Developer

Pay Range

$144,400.00 - $300,000.00

28 Feb 2025

Wells Fargo Recruitment and Hiring Requirements:

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