Vice President, Front Office Risk Engine Quantitative Developer

Wells Fargo

Actively hiring
NEW YORK, NY · CHARLOTTE, NC Posted 16 days ago $185,000–$300,000 / year
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At a glance

AI generated

TL;DR

Wells Fargo is hiring a Vice President, Front Office Risk Engine Quantitative Developer to join its Corporate & Investment Bank Markets team. This role involves designing and building a cross-asset valuation and risk platform for various financial products including Rates, FX, Credit, Munis, Treasuries, and Agencies. The developer will work on high-performance Java services, integrate quantitative models into production systems, and develop distributed computation using Apache Ignite or similar technologies to ensure scalability and robustness. Key responsibilities include architecting EOD batch frameworks, optimizing performance under heavy loads, and collaborating with Finance, Risk, and Regulatory teams to align technical designs with business requirements. The ideal candidate has extensive experience in Securities Quantitative Analytics, strong Java skills, and hands-on expertise in building high-performance distributed systems for Capital Markets.

Skills

Java Apache Ignite Distributed Computing Stateful Services EOD Batch Systems Pricing Models Sensitivities Curve-Based Valuation Full Revaluation Workflows Multi-Threading Low-Latency Computation Performance Profiling Debugging Skills Ignite SQL Event-Driven Architectures Athena Quartz Vasara Market Risk SecDB

What you'll do

  • Design and develop valuation and risk engines for multiple asset classes.
  • Integrate quantitative models into production-grade Java services with a focus on robustness.
  • Build distributed, stateful computation systems using Apache Ignite or similar technologies.
  • Ensure scalability of platforms handling millions of positions and events daily.
  • Architect and maintain EOD batch frameworks for comprehensive valuation and risk processes.
  • Optimize performance and resource utilization under heavy workloads in production environments.

What we're looking for

  • 5+ years of Securities Quantitative Analytics experience
  • Strong Java skills, including concurrency, memory management, and performance optimization
  • Experience with Apache Ignite or similar in-memory/distributed data technologies
  • Proven expertise in designing and operating large-scale EOD batch systems
  • Hands-on experience building high-performance distributed systems
  • Solid understanding of distributed computing, stateful services, and parallel execution
  • Ability to translate quant and Finance requirements into scalable system designs

Market check

Salary context

This $185,000–$300,000 range sits above 96% of similar postings on FindRole.

Peer median band

$125,760–$202,500

Median floor and ceiling across peers.

Typical midpoint (25–75%)

$142,300–$177,900

Middle half of comparable postings.

Based on 240 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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