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. The invitation can be sent by both email and text message. In order to receive text message invitations, your profile must include a mobile phone number designated as 'Personal Cell' or 'Cellular' in the contact information of your application. At Wells Fargo, we want to satisfy our customers' financial needs and help them succeed financially. We're looking for talented people who will put our customers at the center of everything we do. Join our diverse and inclusive team where you'll feel valued and inspired to contribute your unique skills and experience. Help us build a better Wells Fargo. It all begins with outstanding talent. It all begins with you. Wells Fargo Technology is a team of more than 40,000 information technology and security professionals who help keep Wells Fargo at the forefront of America's diversified financial services companies. Employees execute an engineering-led IT strategy to deliver stable, secure, scalable and innovative services that provide Wells Fargo global customers 'round-the-clock' banking access through in-store, online, ATM, and other channels. Wells Fargo Technology plays a critical role in the company's customer and employee experience, business and risk management transformation, and growth agenda. Wells Fargo Capital Markets ETrading Technology is looking for a senior engineer to be responsible for a hands-on development role for D2C (dealer to client) flows for Macro (Fixed Income & FX), and Spread trading asset classes. The asset classes in scope are US Treasury, Interest Rate Swaps, Agency, Municipals, CDS, MBS, Corporate Bonds, Structured Notes, Asset Backed Finance, Foreign Exchange, etc. The senior engineer will take part in: - Building state of art critical server-side eTrading modules such as Offering/Quoting pricing streams, RFQ (Request for Quote), Auto Responder for RFQs in asset class agnostic fashion.
- Ensuring high leverage of source code reuse exists across the various trading asset classes.
- Architecting and building systems with low latency, high throughput, scalability and fault tolerance in mind.
- Integrating trading transactional data into time series data warehouse.
- Designing and developing extreme automated stress testing harnesses.
- Developing Start of Day resiliency program for all the asset classes.
- Developing End of Day reports for system performance and compliance/regulatory mandates.
- Working closely with Traders, Data Scientists, Quants and eTrading Governance committee members to define roadmap and project estimates.
- Being the primary face off for Level 2 production support for all D2C flows for all trading asset classes.
Qualified individuals must have: - Ability to propose and initiate R&D efforts, and conduct proof of concepts on new technologies.
- Ability to ensure adherence to SDLC and Agile delivery methodology.
Required Qualifications
- 10+ years of software engineering experience
- 7+ years of experience in one or a combination of the following: securities, quantitative trading, artificial intelligence, or machine learning
- 10+ years of Java experience
- 7+ years of fixed Income experience
- 7+ years of trading systems development or implementation experience
- 10+ years of Multi-Threading Experience
- 5+ years of High Frequency systems development or implementation experience
- 5+ years of Low Latency systems development or implementation experience
- 7 + years of experience supporting electronic trading (etrading) platforms
- 5+ years of algorithmic development experience
Desired Qualifications
- A Masters degree or higher in computer science or finance
- An industry-standard technology certification
- Basic knowledge of industry regulations related to building technological solutions
- BS/BA in computer science, applied statistics, quantitative economics, operations research or a related field
- Excellent verbal, written, and interpersonal communication skills
- 5+ years of C++ experience
Other Desired Qualifications
- Previous experience building state of art critical server-side eTrading modules such as Offering/Quoting pricing streams, RFQ (Request for Quote), Auto Responder for RFQs in asset class agnostic fashion
- Good domain expertise in one or more of the following asset classes: US Treasury, Interest Rate Swaps, Agency, Municipals, CDS, MBS, Corporate Bonds, Structured Notes, Asset Backed Finance and Foreign Exchange
Street Address
NY-New York: 150 E 42nd St - New York, NY
NJ-North Brunswick: 100 Fidelity Plz - North Brunswick, NJ
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.
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