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Vice President, Front Office Risk Engine Quantitative Developer

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Wells Fargo

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Location:
United States , New York ▼

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Category:
IT - Software Development

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Contract Type:
Employment contract

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Salary:

185000.00 - 300000.00 USD / Year
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Job Description:

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.

Job Responsibility:

  • 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

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
  • 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
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 14, 2026

Expiration:
June 21, 2026

Employment Type:
Fulltime
Work Type:
On-site work
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