Wells Fargo capital markets data services technology team is seeking a hands-on data services lead to strategize and execute Wells Fargo Counterparty data initiatives partnering/working closely with Wells Fargo Counterparty Credit Risk Team (CCRT). Most of the data initiatives drives Wells Fargo Counterparty Credit Risk systems to perform valuations, simulations, aggregations and drive reporting of risk metrics and models on all the major assets classes: equities, bonds, commodities, currencies and their derivatives including structured products, CMBS/RMBS, credit derivatives, and volatilities, etc. Furthermore, data services lead will work closely with Counterparty Credit Risk Technology (CCRT) team to drive Counterparty Risk Limit Management, ISDA Agreement Management, Netting, Trade, Facility and Agreement level Exposure Calculations, Exception and Violation Management, and participation in BASEL and CCAR Regulatory Report Submissions.
The candidate should possess good understanding of Counterparty Risk data & technology domain to strategize and execute data deliverables for new initiatives and BAU (business as usual) projects in Counterparty capital markets risk area.
Candidate will provide strategic thought leadership and measurable outcomes in data strategy and insight including data ingestion (ETL), data distribution, data governance, business intelligence and business analytics.
- Acts as a Counterparty Data Domain Expert
- Acts in the high level technical and data analytics role as an individual contributor and/or team lead for the various counterparty risk data processes
- Utilizes a thorough and deep understanding of capital market data model design techniques, database systems and ETL frameworks, data distribution and Business Intelligence tools
- Plans, performs, and acts as the escalation point for the large and complex platform designs, coding, and testing
- Works on complex problems where analysis of situations or data requires evaluation of intangible variance factors
- Leads multiple data initiatives and business as usual efforts
- Acts as expert technical resource to programming staff in the program development, testing, and implementation process
- Assures quality, maintainability, and extensibility for supported systems and risk applications
- Key data domain based technical resource on team building sophisticated and complex risk applications
- 7+ years of application development and implementation experience
- 4+ years of securities industry experience
- 7+ years of capital markets experience
- 5+ years of Agile experience
- 7 + years of Core Java experience
- 5+ years of experience with Software Development Life Cycle (SDLC) tools
- 7+ years of relational database experience
- 5+ years of data modeling experience
- 7+ years of ETL (Extract, Transform, Load) Programming experience
- Advanced experience in capital markets business and processes
- Basic knowledge and understanding of mathematical modeling
- Basic knowledge and understanding of SEC, FNRA, and international regulations for building technological solutions
- 5+ years of leadership or management experience
- 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
- 3+ years of JIRA experience
- A BS/BA degree or higher in information technology
- A Master's degree or higher in information technology
Other Desired Qualifications
- 5 plus years of SRONG Data Management Experience with emphasis in Data Quality, Metadata (Technical and Business) and Data Metrics assimilation experience
- 3 + years of Business Intelligence – Microstrategy or Tableau
- 5+ years of Counterparty Credit Risk and/or Market Risk experience. (REQ)
- Innovative database distributed system design and implementation in Counterparty Credit Risk domain dealing with large sets of data for Risk & Regulatory purposes
- Understanding of data analytics platforms - Relational and Big Data (HADOOP) for large volumes
- Understanding of Financial Integrated Data Models like FSDF, BDW etc .
- Prior experience working in enterprise wide data initiatives in Risk & Regulatory domains – CCAR, BASEL, BCBS 239 etc.
- Experience with development and ongoing support of large distributed systems using best practice ETL Frameworks, Database Distribution Techniques
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;
- Experience in the capital markets business and processes, e.g., pricing of derivatives, trade lifecycle, electronic trading/algorithmic trading
- Experience with full lifecycle software development
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.