Executive Director (Senior Lead Securities Python Quantitative Developer ) at Wells Fargo

• Job Location New York, NY
• Seniority Executive
• Type Full-time

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Description

About This Role Wells Fargo is seeking a Quantitative Software Engineer, Executive Director (Senior Lead Securities Quantitative Analytics Specialist).

A successful applicant will be a Python quantitative developer in the Investment Portfolio in Wells Fargo Securities, with a focus on Juniper Vasara ALM 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 as FRTB and CCAR.

Juniper Vasara is a joint venture between multiple Quant and Technology teams, and you will work as an ALM quant developer focusing on specific risk management and balance sheet strategy solutions for our portfolio management partners.

Juniper Vasara is a horizontal solution designed to be use case agnostic to achieve maximum consistency and re-usability.

Essential Duties And Responsibilities Include Implement ALM models and logic in Python.

Integration of pricing and risk analytics in collaboration with other quant teams, providing expertise in design and implementation issues relate to ALM.