Front Office Quant-Strategic Risk Quantitative Developer – Director
| Company | Wells Fargo |
|---|---|
| Location | Charlotte, NC, USA, New York, NY, USA |
| Salary | $173300 – $359900 |
| Type | Full-Time |
| Degrees | Master’s |
| Experience Level | Senior, Expert or higher |
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
Responsibilities
- 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
Preferred Qualifications
- 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