Wells Fargo is seeking a Java quantitative developer in the Mortgage Modeling Development Center within Wells Fargo Securities. This role focuses on Juniper Vasara development, which is the bank's next-generation risk platform. Vasara is an ambitious, greenfield initiative designed to address the bank's capital markets risk computation challenges, including ticking risk for trading desks and market risk and capital calculations like FRTB and CCAR. Juniper Vasara is a collaborative effort between multiple Quant and Technology teams. The successful applicant will work as a mortgage quant developer, concentrating on specific risk management and pricing solutions for trading partners. The platform is a horizontal solution, designed to be use case agnostic to ensure maximum consistency and re-usability.
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Job Type
Full-time
Career Level
Senior
Number of Employees
5,001-10,000 employees