Executive Director, Front Office Strategic Risk Quantitative Developer

Wells Fargo•Charlotte, MA

7d•$215,000 - $355,000

About The Position

Corporate & Investment Bank (CIB) delivers a comprehensive suite of banking, capital markets and advisory solutions, including a full complement of sales, trading and research capabilities, to corporate, government and institutional clients. We focus on our clients' overall financial needs, with consideration and respect for their total relationship with Wells Fargo. Markets provides solutions to clients with the means to manage their exposure through various derivatives, lending and cash products across Structured Products Group, Rates, Equities, Foreign Exchange, Municipal Products Group, Credit Sales & Trading. About this role: 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. Learn more about the career areas and lines of business at wellsfargojobs.com. In this role, you will:

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