Wells Fargo — New York, NY

About this job

Job description

Wells Fargo Securities IT (WFS IT) is looking for a Capital Markets Systems Engineer to be a member of a team focused on building out applications for Equity Derivatives Trading. Successful application will help enhance, build and deliver application frameworks,risk and parameter applications. Specific responsibilities include:

- Design and build of new applications or work on existing apps

- Working closely with the business on requirements capture

- All aspects of the SDLC including testing, reviews etc.

Prod support as required.

They will be a key technical resource on team building sophisticated and complex trading and back office applications for a major functional and/or product area within the securities businesses. Serve as a technical resource in finding software solutions for customers. Conduct research and resolve problems in relation to processes, and recommend solutions and process improvements. Analyze user needs, determine requirements. Develop, implement and maintain software solutions to meet business requirements. Provide technical support, advice, and consultation with the issues relating to supported applications. Create and maintain process documentation for programs. Create test data, conduct interfaces and unit tests. Assures quality, security and compliance for supported systems and applications. Conduct clients/user training as required. Lead Projects.

Basic Qualifications

5+ years experience in application development and 3+ years experience in the securities industry.

Minimum Qualifications

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.

- 3 years+ in Development role in finance

- 5 years+ in C#/GUI Development

- 2 yrs Experience with equity derivatives system, esp. Risk Management, Parameters.

- Work in an IB/Securities environment.

Preferred Skills

- .NET,WinForms, WPF, MVVM, LINQ

- Computer Science or Engineering eqv degree