Vice President, Front Office Risk Engine Quantitative Developer

Wells Fargo

. Design and develop valuation and risk engines across Rates, FX, Credit, Munis, Treasuries, and Agencies.

Posted 5/13/2026full-timeNew York City • New York, North Carolina • 🇺🇸 United StatesLead💰 $185,000 - $300,000 per yearWebsite

Tech Stack

Tools & technologies

ApacheDistributed SystemsJavaNode.jsSQL

About the role

Key responsibilities & impact

Design and develop valuation and risk engines across Rates, FX, Credit, Munis, Treasuries, and Agencies.
Support pricing, sensitivities, full revaluation, P&L attribution, and capital use cases on a shared platform.
Integrate quantitative models into production‑grade Java services with a strong focus on robustness and performance.
Build and enhance Vasara risk and valuation services, including evaluators, result services, and data distribution layers.
Develop distributed, stateful computation using Apache Ignite or similar in‑memory / distributed data technologies.
Ensure scalability for millions of positions and events across asset classes.
Architect and maintain EOD batch frameworks for valuation, risk, and P&L generation.
Support EOD risk and long‑running valuation processes.
Optimize performance, batch runtimes, and cluster utilization under heavy workloads.
Partner closely with Finance on: Clean and comprehensive P&L, P&L Attribution and Explain, Valuation Control and Finance sign‑off.
Work with Market Risk and Capital teams to ensure consistency across valuation, risk, and reporting outputs.
Align technical design with downstream Finance, Risk, and Regulatory requirements.
Own critical production components, including performance tuning, data consistency, and resiliency.
Diagnose and resolve complex issues related to distributed queries, indexing, memory pressure, and concurrency.
Collaborate with infrastructure teams on design, BCP, and capacity planning.

Requirements

What you’ll need

5+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
Strong Java (concurrency, memory management, performance optimization)
Experience owning systems end‑to‑end, from design through production support across projects involving Quants, Risk, and Finance
Experience with Rates, FX, Credit, Treasuries, Agencies, or Munis businesses and products
Hands‑on experience building high‑performance, distributed systems
Proven expertise with Apache Ignite (or similar in‑memory / distributed platforms)
Solid understanding of distributed computing, stateful services, and parallel execution
Experience designing and operating large‑scale EOD batch systems
Experience developing valuation and/or risk platforms in Capital Markets
Familiarity with pricing models, sensitivities, curve‑based valuation, and full revaluation workflows
Ability to translate quant and Finance requirements into scalable system designs
Experience with multi‑threading, low‑latency computation, and performance profiling
Strong debugging skills in multi‑node, distributed production environments
Knowledge of Ignite SQL, indexing, and query optimization
Experience modernizing or scaling enterprise risk platforms
Experience with P&L Attribution, Clean P&L, or valuation control frameworks
Exposure to event‑driven architectures.

Benefits

Comp & perks

Health benefits
401(k) Plan
Paid time off
Disability benefits
Life insurance, critical illness insurance, and accident insurance
Parental leave
Critical caregiving leave
Discounts and savings
Commuter benefits
Tuition reimbursement
Scholarships for dependent children
Adoption reimbursement

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills & Tools

Javaconcurrencymemory managementperformance optimizationdistributed systemsApache IgniteEOD batch systemsvaluation platformsrisk platformsmulti-threading

Soft Skills

collaborationproblem-solvingcommunicationanalytical thinkingattention to detail