Front Office Quant-Strategic Risk Quantitative Developer – VP
Company | Wells Fargo |
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Location | Charlotte, NC, USA, New York, NY, USA |
Salary | $144400 – $300000 |
Type | Full-Time |
Degrees | |
Experience Level | Senior |
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
Responsibilities
- 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
- 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
Preferred Qualifications
- 5+ years of hands-on coding experience, Java and C++ are most relevant
- 5+ years of derivative product and market experience in one or more of the following areas: rates, foreign exchange, credit, equities and commodities
- 4+ years of Java experience with emphasis on functional programming
- 3+ years of C++ experience
- Experience with asynchronous event driven or reactive programming architectures
- Experience interpreting and solutioning for risk
- Excellent verbal, written, and interpersonal communication skills
- Master’s degree or higher in computer science or finance/mathematics