Software Engineer

Wells Fargo is seeking a Software Engineer as part of Commercial and Corporate & Investment Banking Technology, Capital Markets Risk Technology Team. The Capital Markets Risk Technology Data Strategy Team (CMRTDS) provides business solutions to support Enterprise Market and Counterparty Risk (MCRM) and other Risk teams. CMRTDS works with its business partners in identification, measurement, aggregation and reporting of Financial Risk across the firm. The department works closely with the lines of business to ensure that risks are being appropriately managed within the defined risk appetite for the firm. The Risk systems perform valuation, simulation, aggregation and reporting of risk metrics and models on all simple (bonds) and complex (structured products, derivatives) security products. Team members will work with advanced mathematical models, theoretical pricing, statistical and stochastic models, VaR (Value at Risk), PFE (Potential Future Exposure), IMM (Internal Model Methodology), and stress. The Risk systems are comprised of intraday and overnight batch processes that handle staging for all trading position data and market data required for risk modeling as well as making this data available to the various risk valuation systems. Quantitative models and reporting support trading activities as well as regulatory and business reporting requirements.