Software Snr Engineer RWF

Job Description Important Note: During the application process, ensure your contact information (email and phone number) is up to date and upload your current resume when submitting your application for consideration.

To participate in some selection activities you will need to respond to an invitation.

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At Wells Fargo, we are looking for talented people who will put our customers at the center of everything we do.

We are seeking candidates who embrace diversity, equity and inclusion in a workplace where everyone feels valued and inspired.

Help us build a better Wells Fargo.

It all begins with outstanding talent.

It all begins with you.

Technology sets IT strategy; enhances the design, development, and operations of our systems; optimizes the Wells Fargo infrastructure; provides information security; and enables Wells Fargo global customers to have 24 hours a day, 7 days a week banking access through in-branch, online, ATMs, and other channels.

Our mission is to deliver stable, secure, scalable, and innovative services at speeds that delight and satisfy our customers and unleash the skills potential of our employees.

The Enterprise Counterparty Risk Technology (ECRT) department provides software solutions to support Corporate, Line of Business and Enterprise Counterparty Credit Risk teams.

ECRT works with its business partners in identification, measurement, aggregation and reporting of Counterparty Credit Risk across the firm.

The department works closely with the lines of business to ensure that risks are being appropriately managed within the defined risk appetite for the firm.

The credit risk systems perform valuation, simulation, aggregation and reporting of risk metrics and models on complex structured and derivatives security products.

Team members will work with advanced mathematical models, theoretical pricing, statistical and stochastic models, PFE (Potential Future Exposure), IMM (Internal Model Methodology), and stress.

The credit risk systems are comprised of intraday and overnight batch processes that handle staging for all trading position data and market data required for risk modeling as well as making this data available to the various risk valuation systems.

Quantitative models and reporting support trading activities as well as regulatory and business reporting requirements.

The position will primarily face off to the Enterprise Counterparty Credit Risk Management team.

As such the person will require knowledge in the capital markets & investment banking domain, specifically in risk disciplines such as counterparty credit, knowledge of capital market products and regulations, understanding of clearing, prime brokerage businesses.

Responsible for designing and building services, workflows, batch/ETL processes, data analysis tools and reporting solutions.

Will work directly with the business to understand requirements and architect and implement technology solutions for the Counterparty Credit Risk area by leveraging their specific business and application development experience.

Will work with technology services groups to troubleshoot problems and optimize performance.

Will hold a technical role as an individual contributor and technical lead for the most complex computer applications and/or application initiatives.

Will utilize a thorough understanding of available technology, tools, and existing designs.

Will work on complex problems where analysis requires evaluation of intangible variance factors.

Will plan, perform, and act as the escalation point for the most complex platform designs, coding, and testing.

Will work with offshore contract resources on projects and review and critique architectural design and implementation work.

Required Qualifications 7 years of software engineering experience 5 years of business systems analysis or design experience 6 years of experience with SAS or SQL, or other data management, reporting and query tools 7 years of SDLC (System Development Life Cycle) experience 7 years of experience with Software Development Life Cycle (SDLC) tools 4 years of JavaScript Frameworks experience (jQuery, Ext JS, Kendo UI and/or Angular JS) 7 years of experience gathering business requirements from various sources including end-users and stakeholders 7 years of Core Java experience 5 years of JSON (JavaScript Object Notation) development experience 5 years of long-term application deployment experience 5 years of build-deploy automation and configuration experience within the Linux and Unix environment 5 years of experience building and deploying database changes and configurations 4 years of experience with the engineering, design, deployment and architecture of data at rest encryption or tokenization solutions 5 years of risk management-related and leadership experience in multiple, large, and complex businesses 6 years of experience writing Microsoft SQL Server relational database queries, stored procedures, query optimization and performance tuning 7 years of application development and implementation experience Desired Qualifications An industry-standard technology certification Strong verbal, written, and interpersonal communication skills A BS/BA degree or higher in information technology Experience building partnerships and consulting effectively with leadership Ability to influence and build relationships with LOB stakeholders, technology CIO leadership, external service providers, and architecture teams Ability to translate complex technical needs into straightforward requests for information and collaboration, working with a wide range of people Excellent verbal, written, and interpersonal communication skills 5 years of capital markets experience Leadership experience including; coaching, training, and mentoring Other Desired Qualifications 5 years of Counterparty Credit Risk and/or Market Risk experience.

Innovative distributed system design and implementation in Counterparty Credit Risk domain.

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; Experience in the capital markets business and processes, e.g., pricing of derivatives, trade lifecycle, electronic trading/algorithmic trading.

Understanding of analytics, risk modeling and financial products.

Experience with development and ongoing support of large distributed systems.

Deep understanding of systems, computing, and messaging.

Relational database experience with large data sets.

Experience with full lifecycle software development Risk and Regulatory compliance experience RWF Street Address NY-New York: 150 E 42nd St
– New York, NY NC-Charlotte: 1525 W Wt Harris Blvd
– Charlotte, NC Disclaimer 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.

Benefits Summary Benefits Visit https://www.wellsfargo.com/about/careers/benefits for benefits information.