Capital Markets-Apps Systems Engineer 2
The role involves developing a high performance distributed compute platform and working with technology and quantitative research teams supporting specific asset classes. In addition to development responsibilities, the candidate is expected to make significant contributions to the overall multi-asset risk services architecture and in evaluation of new technologies and developer tools.
The job regularly has application development responsibilities that require: 1) working knowledge of mathematical modeling constructs substantially similar to one, or more, of the following (either as an individual contributor or in leading others): advanced mathematical concepts, such as financial engineering/advanced calculus/statistical modeling/concepts of probability; theoretical pricing characteristics, e.g., the Greeks; and/or expertise in developing technology in support of multiple, complex risk and/or pricing models which require ongoing evaluation based on market fluctuations, such as VaR, Counterparty Potential Future Exposure, stochastic modeling, derived market data and stress testing; 2) extensive experience in the capital markets business and processes, e.g., pricing of derivatives, trade lifecycle, electronic trading/algorithmic trading; and 3) working knowledge of SEC, FNRA and International Regulations in building technological solutions.
- 7+ years of application development and implementation experience
- 4+ years of securities industry experience
- 9+ years of capital markets experience
- 9+ years of business development experience
- 7+ years of Java experience
- 5+ years of derivatives experience
- 7 + years of Visual Basic for Applications (VBA) experience
- 3+ years of experience creating macros and pivot tables in Excel
- 5+ years of Spring experience
- 5+ years of Grid computing experience
- 3 + years of direct report management experience including, but not limited to, assigning tasks, conducting performance evaluations and determining salary adjustments
- 10+ years of relational database experience
- 5+ years of exchange traded derivatives experience
- Advanced experience in capital markets business and processes
- Basic knowledge and understanding of mathematical modeling
- Basic knowledge and understanding of SEC, FNRA, and international regulations for building technological solutions
- 4+ years of risk and regulatory compliance experience
- 5+ years of derivatives experience
- Knowledge and understanding of application lifecycle, from design and development to testing, implementation and production support
- 5+ years of experience coaching and developing a team
Other Desired Qualifications
Good understanding of all kinds of derivative instruments including FX options, Interest rate Swaps, FRA, FX Forward, NDF & Swaps, Cross currency swaps, Call & Put options; Strong business analysis skills and attention to details; Exceptional problem solving skills
All offers for employment with Wells Fargo are contingent upon the candidate having successfully completed a criminal background check. Wells Fargo will consider qualified candidates with criminal histories in a manner consistent with the requirements of applicable local, state and Federal law, including Section 19 of the Federal Deposit Insurance Act.
Relevant military experience is considered for veterans and transitioning service men and women.
Wells Fargo is an Affirmative Action and Equal Opportunity Employer, Minority/Female/Disabled/Veteran/Gender Identity/Sexual Orientation.
0138692 CORPORATE FINANCE
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Lauren audits Wells Fargo’s financial reports to assess accuracy and risk. She reviews processes in place, analyzes management controls, and communicates calculations and findings with business partners.
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