Executive Director, Front Office Strategic Risk Quantitative Developer
About The Position
Wells Fargo is seeking a Senior Lead Securities Quantitative Analytics Specialist (Executive Director) within the Corporate & Investment Banking organization. The successful candidate will focus on Vasara development. Vasara is the next generation risk platform for the CIB. It is strategic 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. In this role, you will be designing and implementing foundational components and services of the Vasara platform. The successful candidate should have experience developing robust solutions using open source and other technologies in a high-paced and highly collaborative environment.
Requirements
- 7+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
Nice To Haves
- 7+ years of hands-on Java coding experience
- 7+ years of experience architecting/engineering platform solutions with caching technologies such as Apache Ignite, Redis, etc.
- 7+ years of experience architecting/engineering solutions with big data stack Kafka, Spark, MongoDB
- 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
Responsibilities
- 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
- 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
Benefits
- 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
Stand Out From the Crowd
Upload your resume and get instant feedback on how well it matches this job.
What This Job Offers
Job Type
Full-time
Career Level
Executive
