Capital Markets Application Systems Engineer 2
Wells Fargo - Charlotte, NC

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Job Title:

Capital Markets Application Systems Engineer 2

Requisition Number:


Schedule Type:


Work Hours:


Telecommute Option:

Not Indicated



Job Description

This role involves being an individual contributor or team leader working with a strong sense of team work to help establish, execute and deliver on a shared vision. The objectives will involve building a state of the art risk management and trading application supporting numerous cash trading desk in the mortgage product space including Agency Fixed Rate and ARM Pass-Through, Agency and Non-Agency CMO, Whole Loan, Commercial Mortgage Backed and Consumer and Commercial Asset Backed. The successful candidate would be able to establish relationships with specific front office trading partners, immediately add value and positively impact the technology needs of the desk while working collaboratively with the entire technology team to move the technology vision forward. The role will require the candidate to not only be accountable for the vision of the team but to also work toward the greater technology visions of Wells Fargo Securities Technology, including working with horizontal teams and iterating horizontal technology solutions from those teams to ultimately provide critical functionality to our business partners.

Basic Qualifications

7+ years experience in application development and implementation and 4+ 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.

5+ years experience with C#/.NET, Java or C++.

5+ years experience with RDBMS and/or ODBMS.

3+ years experience with any of fixed income cash or derivative products directly supporting trading and/or risk management functions.

3+ years experience with requirements/functional specs, analysis, design, planning, estimating, source code management, testing, deployment and project management.

Results oriented with the proven ability to deliver high quality, robust solutions within a small timeframe.

Exposure to the Agile development model.

Demonstrates excellent communication skills and comfortable dealing with traders, middle office, operations and risk organizations

Preferred Skills

BS in Computer Science or other related discipline

Experience integrating with other systems or frameworks to aggregate or enhance data and/or functionality.

Highly motivated and self driven.

Direct mortgage product related experience.

Wells Fargo - 18 months ago - save job - block
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About this company
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Wells Fargo & Company is a financial holding company and a bank holding company. It is a diversified financial services company. It...