Corporate & Investment Bank (CIB) delivers a comprehensive suite of banking, capital markets and advisory solutions, including a full complement of sales, trading and research capabilities, to corporate, government and institutional clients. We focus on our clients' overall financial needs, with consideration and respect for their total relationship with Wells Fargo.
Markets provides solutions to clients with the means to manage their exposure through various derivatives, lending and cash products across Structured Products Group, Rates, Equities, Foreign Exchange, Municipal Products Group, Credit Sales & Trading.
About this role:
Wells Fargo is seeking a front-office UI developer with a strong front-end JavaScript background to join our growing team in Securities Quantitative Analytics and will help own the vision, design and delivery of a next‑generation user interface platform serving the end‑to‑end needs of the CIB Quant organization.
Vasara is the next generation strategic risk platform for the bank. It is an ambitious, greenfield initiative to tackle the bank's risk computation challenges within capital markets, from ticking risk for trading desks to market risk, finance, and capital calculations such as Clean P&L, FRTB and CCAR.
Vasara is a joint venture between Technology and Quants, and you will be working within the Quant organization, with a focus on specific risk management and pricing solutions for our trading partners. The solutions will be tailored to practical needs, but expected to be asset agnostic, so that we achieve maximum consistency and reusability.
A successful applicant will be a quantitative developer in the Quantitative Strategies Team in Wells Fargo Securities, with a focus on Vasara development. You will work directly with traders, risk managers, and fellow quants to design and deliver high-impact risk and pricing solutions.
In this role, you will:
- Own the vision, design and delivery of a next‑generation user interface platform serving the end‑to‑end needs of the CIB Quant organization.
- Act as a senior contributor to the design and implementation of front-office risk and pricing solutions, delivering impactful enhancements to trading desks and risk managers
- Build desktop-grade, high-performance user interfaces that expose complex risk analytics in a clear, intuitive, and scalable way.
- Develop deep expertise in the Vasara risk data model and analytics framework, contributing to its evolution and long-term architecture.
- Be a part of a collaborative and fast-growing engineering team that fosters learning, belonging, and impact.
- Act as a technical leader within the team – mentoring others, influencing design decisions, and helping shape new initiatives.
- Drive adoption of engineering best practices across UI, backend integration, testing, observability, and deployment
Required Qualifications:
- 5+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
Desired Qualifications:
- 3+ years of building modern web user interfaces (UI) with a passion for adopting best practices in performance, testing and observability frameworks
- 3+ years of Markets related experience
- 2+ years of experience building desktop applications, ideally at a financial firm with strict requirements for security.
- 2+ years of experience working with large-scale data, specifically reports where querying and rendering live ticking data was at the core of your responsibility, Deephaven preferred
- 2+ years of full stack experience working with user interfaces that deal directly with a backend server side platform.
- Experience with modern JavaScript (ES6+), HTML5, and CSS3 to build responsive, maintainable, and high performance web applications..
- Experience with AGGrid, AGChart, Redux Toolkit, SheetJS etc.
- Experience with Build automation tools like OpenShift, Jenkins and CI/CD tools such as AWS, Azure or similar tools.
- Demonstrate proficiency in one or more programming languages in working context but not limited to: Typescript, JavaScript, Java, C++, Python, Go, PHP.
- Must be able to show proficiency in style-compiled code such as JSS or TSS.
- Experience communicating effectively in an agile team environment with our traders, PMs, engineers, or anyone beyond your team org to plan features and execute tasks.
- Hands-on experience with JavaScript-based front-end and runtime technologies such as React, Angular, Node.js and npm, and associated test frameworks like Playwright, Jest, Jasmine.
Job Expectations:
- This position is subject to FINRA background screening requirements. Candidates must successfully complete and pass a background check prior to hire. In accordance with FINRA rules, individuals who are subject to statutory disqualification are not eligible to be associated with a FINRA-registered broker-dealer. Successful candidates must also meet and comply with ongoing regulatory obligations, which include periodic screening and mandatory reporting of certain incidents.
- Specific compliance policies may apply regarding outside activities or personal investing; affected employees will be expected to provide information to the Wells Fargo Personal Account Dealing Team and abide by applicable policy requirements if hired. Information will be shared about expectations during the recruitment process.
- Keywords: Quant, developer, full stack, markets, trade, data engineer, framework, developer, JavaScript ES6+, HTML5, and CSS3, User Interface (UI)
