Executive Director, Front Office Strategic Risk Quantitative Developer

Wells Fargo

Actively hiring Verified listing
NEW YORK, NY · CHARLOTTE, NC Posted 14 days ago $215,000–$355,000 / year
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At a glance

AI generated

TL;DR

Wells Fargo is seeking a Senior Lead Securities Quantitative Analytics Specialist (Executive Director) within its Corporate & Investment Banking Markets division to focus on the development of Vasara, a next-generation risk platform. This strategic initiative aims to consolidate disparate risk systems into a cohesive cross-asset platform for front-line risk management and regulatory compliance. The role involves designing and implementing foundational components using open-source technologies in a high-paced environment, collaborating with business stakeholders, quant teams, technology, and project management. Key responsibilities include integrating pricing and risk analytics, delivering high-quality software following Agile methodologies, and contributing to large-scale project planning while adhering to policies and regulatory requirements. The ideal candidate has extensive experience in Java coding, platform engineering with caching technologies like Apache Ignite and Redis, big data stack solutions such as Kafka and Spark, and derivative product expertise across various markets including rates, foreign exchange, credit, equities, and commodities.

Skills

Java Apache Ignite Redis Kafka Spark MongoDB Agile CI/CD Caching Technologies Big Data Stack Derivative Products Rates Foreign Exchange Credit Equities Commodities Asynchronous Event Driven Programming Reactive Programming Architecture

What you'll do

  • Design and implement foundational components of the Vasara risk platform for CIB.
  • Integrate pricing and risk analytics, providing expertise in software design and optimization.
  • Deliver high-quality software following standardized planning and Agile-based SDLC processes.
  • Proactively participate in complex software design and development activities within an Agile environment.
  • Contribute to large-scale project planning, balancing short-term and long-term objectives.

What we're looking for

  • 7+ years of Securities Quantitative Analytics experience
  • Hands-on Java coding experience for at least 7 years
  • Experience architecting platform solutions with caching technologies like Apache Ignite, Redis
  • Expertise in big data stack including Kafka, Spark, MongoDB
  • Derivative product and market experience in rates, foreign exchange, credit, equities, or commodities

Market check

Salary context

This $215,000–$355,000 range sits above 89% of similar postings on FindRole.

Peer median band

$144,200–$234,120

Median floor and ceiling across peers.

Typical midpoint (25–75%)

$155,120–$246,150

Middle half of comparable postings.

Based on 238 comparable postings.

* 240 is the maximum number of comparable postings sampled.

Employer

About Wells Fargo

Wells Fargo & Company is one of the largest banks in the United States, providing banking, investment, mortgage, and consumer and commercial finance products and services nationwide. Industry: Banking & Financial Services

Wells Fargo currently has 26 open roles on FindRole.

Listed pay typically runs $159,000–$305,000 across 16 roles with salary data.

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