Front Office Quant– Strategic Risk Quantitative Developer, Wells Fargo

Wells Fargo

Location:
United States, New York ▼
Charlotte

Category:
Finance

Contract Type:
Employment contract

Salary:

173300.00 - 359900.00 USD / Year

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Job Description:

The Senior Lead Securities Quantitative Analytics Specialist is an Executive Director level role within the Corporate & Investment Banking organization (CIB). The successful candidate will focus on Vasara development—a next-generation risk platform for the CIB. Goals include consolidating disparate risk systems into a cohesive, cross-asset platform to provide front-line risk management capabilities, advanced market risk calculations, and capital calculations for internal and regulatory needs.

Job Responsibility:

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

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
7+ years of hands-on coding experience, Java and C++ are most relevant with emphasis on functional programming
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

What we offer:

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

Additional Information:

Job Posted:
May 06, 2025

Expiration:
June 06, 2025

Employment Type:

Fulltime

Work Type:

On-site work

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Front Office Quant– Strategic Risk Quantitative Developer

Wells Fargo

Location:United States, New York ▼Charlotte

Category:Finance

Contract Type:Employment contract