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Wells Fargo Front Office Quant– Strategic Risk Quantitative Developer - VP United States, New York, New York 528174834
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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
Wells Fargo provides eligible employees with a comprehensive set of benefits, many of which are listed below. Visit for an overview of the following benefit plans and programs offered to employees.
- Health benefits
- 401(k) Plan
- Paid time off
- Disability benefits
- Life insurance, critical illness insurance, and accident insurance
- Parental leave
- Critical caregiving leave
- Discounts and savings
- Commuter benefits
- Tuition reimbursement
- Scholarships for dependent children
- Adoption reimbursement
Wells Fargo Recruitment and Hiring Requirements:
b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process.
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