Front Office Trading Strategic Risk Quant Developer - Vice President

at  Wells Fargo

CCAR.

Vasara is a joint venture between Technology and Quants, and you will be working within the Quant organization, with a focus on specific risk
management and pricing solutions for our trading partners. The solutions will be tailored to practical needs, but expected to be asset
agnostic, so that we achieve maximum consistency and re-usability.

Essential duties and responsibilities include:

• Partnership with Technology teams to enhance and improve the capabilities of the new strategic valuation and risk platform
• Integration of pricing and risk analytics in collaboration with other quant teams, providing expertise in design and implementation issues
• Effective communication and collaboration with Business Stakeholders, other Quant Teams, Technology Partners, and Project Management
• Analyze performance, propose remedial or optimization plans, and ensure execution to enhance the new strategic valuation and risk platform for the securities businesses
• Consistently deliver high-quality software and documentation in an Agile SDLC

In this role, you will:

• 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 technological techniques to solve complex business problems
• Meet deliverables while leveraging solid understanding of 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

Required Qualifications, US:

• 5+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education

Desired Qualifications:

• 5+ years of hands-on coding experience, Java and C++ are most relevant
• Proven experience interpreting and solutioning for risk
• 5+ 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
• 4+ years of Java experience with emphasis on functional programming
• 3+ years of C++ experience
• Experience with asynchronous event driven or reactive programming architectures
• Master’s degree or higher in computer science or finance/mathematics

APPLICANTS WITH DISABILITIES

To request a medical accommodation during the application or interview process, visit Disability Inclusion at Wells Fargo .

WELLS FARGO RECRUITMENT AND HIRING REQUIREMENTS:

a. Third-Party recordings are prohibited unless authorized by Wells Fargo.
b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process

ABOUT THIS ROLE:

Wells Fargo is seeking a Lead Securities Quantitative Analytics Specialist- Core Quantitative Developer. (Quant developer)
A successful applicant will be a quantitative developer in the Quantitative Strategies Team in Wells Fargo Securities, with a focus on Vasara
development. Vasara is the next generation risk platform for the bank. It is an ambitious, green field initiative to tackle the bank’s risk
computation challenges within capital markets, from ticking risk for trading desks to market risk and capital calculations such us FRTB and

Essential duties and responsibilities include:

• Partnership with Technology teams to enhance and improve the capabilities of the new strategic valuation and risk platform
• Integration of pricing and risk analytics in collaboration with other quant teams, providing expertise in design and implementation issues
• Effective communication and collaboration with Business Stakeholders, other Quant Teams, Technology Partners, and Project Management
• Analyze performance, propose remedial or optimization plans, and ensure execution to enhance the new strategic valuation and risk platform for the securities businesses
• Consistently deliver high-quality software and documentation in an Agile SDL

In this role, you will:

• 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 technological techniques to solve complex business problems
• Meet deliverables while leveraging solid understanding of 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 staf