Executive Director (Senior Lead Securities Python Quantitative Developer )
Core
Senior Lead Python Quantitative Developer building the Juniper Vasara ALM (Asset Liability Management) risk platform for Wells Fargo Securities.
Role type
Senior IC quantitative software engineer (ALM)
Builds
Next-generation risk platform for capital markets (ticking risk, market risk, FRTB, CCAR)
Domain
Banking / Capital Markets / Risk Management
Deliverable
production ML models | product features
Required skills
Python 3, Securities Quantitative Analytics, ALM modeling, Agile SDLC
Preferred skills
C++, Python performance optimization (Numba, Cython, vectorization), GPU code (Triton, CUDA, JAX), Python internals (GIL, memory model), distributed systems, low-latency trading systems, Agentic AI
Technologies
Python, C++, Git, Jira, Confluence, Triton, CUDA, JAX, Numba, Cython
Responsibilities
Implement ALM models and logic in Python, integrate pricing and risk analytics, analyze performance and propose optimization plans, contribute to large-scale project planning, design and develop high-performance Python systems
Seniority
Senior, hands-on IC
