About this role:
Wells Fargo is seeking a Senior Securities Quantitative Analytics Specialist...(aka) VP – Core Quantitative Developer . (Quant developer)
A successful applicant will be a quantitative developer in the Quantitative Strategies Team in Wells Fargo Securities, with a focus on Vasara development. Vasara is the next generation risk platform for the bank. It is an ambitious, green field initiative to tackle the bank's risk computation challenges within capital markets, from ticking risk for trading desks to market risk and capital calculations such us FRTB and CCAR.
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
Required Qualifications, US:
- 4+ years of Securities Quantitative Development experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
- 4+ years of hands-on coding experience, Java and C++ are most relevant
- 4+ 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
- 3+ years of Java experience with emphasis on functional programming
- 2+ years of C++ experience
- Experience with asynchronous event driven or reactive programming architectures
- Master's degree or higher in computer science or finance/mathematics
- The base salary for this role in NY is $200,000-200,000
- Keywords: Athena, Quartz, Xing, SecDB, Enterprise Risk Framework Trading, Technical Developer
Pay Range$138,500.00 - $287,600.00 Annual
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, age, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.
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