Vice President, Front Office Risk Engine Quantitative Developer

Wells Fargo & Company•Charlotte, NC

2d•Onsite

About The Position

Wells Fargo is seeking a Vice President, Front Office Risk Engine Quantitative Developer to help design, build, and evolve a cross‑asset valuation and risk platform supporting Rates, FX, Credit, Municipals, Treasuries, and Agencies. The role focuses on strategic risk platforms that power valuation, risk, P&L, and regulatory workflows, operating at scale across intraday and end‑of‑day (EOD) processing. You will work closely with Front Office, Risk, and Finance stakeholders to deliver robust, high‑performance systems that support trading, risk management, P&L attribution, and financial control.

Requirements

5+ 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

Strong Java (concurrency, memory management, performance optimization).
Experience owning systems end‑to‑end, from design through production support across projects involving Quants, Risk, and Finance.
Experience with Rates, FX, Credit, Treasuries, Agencies, or Munis businesses and products
Hands‑on experience building high‑performance, distributed systems.
Proven expertise with Apache Ignite (or similar in‑memory / distributed platforms).
Solid understanding of distributed computing, stateful services, and parallel execution.
Experience designing and operating large‑scale EOD batch systems.
Experience developing valuation and/or risk platforms in Capital Markets.
Familiarity with pricing models, sensitivities, curve‑based valuation, and full revaluation workflows.
Ability to translate quant and Finance requirements into scalable system designs.
Experience with multi‑threading, low‑latency computation, and performance profiling.
Strong debugging skills in multi‑node, distributed production environments.
Knowledge of Ignite SQL, indexing, and query optimization.
Experience modernizing or scaling enterprise risk platforms.
Experience with P&L Attribution, Clean P&L, or valuation control frameworks.
Exposure to event‑driven architectures.

Responsibilities

Design and develop valuation and risk engines across Rates, FX, Credit, Munis, Treasuries, and Agencies.
Support pricing, sensitivities, full revaluation, P&L attribution, and capital use cases on a shared platform.
Integrate quantitative models into production‑grade Java services with a strong focus on robustness and performance.
Build and enhance Vasara risk and valuation services, including evaluators, result services, and data distribution layers.
Develop distributed, stateful computation using Apache Ignite or similar in‑memory / distributed data technologies.
Ensure scalability for millions of positions and events across asset classes.
Architect and maintain EOD batch frameworks for valuation, risk, and P&L generation.
Support EOD risk and long‑running valuation processes.
Optimize performance, batch runtimes, and cluster utilization under heavy workloads.
Partner closely with Finance on: Clean and comprehensive P&L, P&L Attribution and Explain, Valuation Control and Finance sign‑off
Work with Market Risk and Capital teams to ensure consistency across valuation, risk, and reporting outputs.
Align technical design with downstream Finance, Risk, and Regulatory requirements.
Own critical production components, including performance tuning, data consistency, and resiliency.
Diagnose and resolve complex issues related to distributed queries, indexing, memory pressure, and concurrency.
Collaborate with infrastructure teams on design, BCP, and capacity planning.